For now they are probably paying to use residential IP addresses that they get from other services that sell them (and these services get them from people who willingly sell some of their bandwidth for cents).

But I think it won't be long before we start seeing the AI companies having each their own swarm of residential IP addresses by selling themselves a browser extension or mobile app, saying something like:

"Get faster results (or a discount) by using our extension! By using your own internet connection to fetch the required context, you won't need to share computing resources with other users, thusly increasing the speed of your queries! Plus, since you don't use our servers, that means we can pass our savings to you as a discount!"

Then in small letter saying they use your connection for helping others with their queries, or being more eco-friendly because sharing, or whatever they come up with to justify this.