In contrast to some of the other comments here, we weren't using it because moving to another OS - or architecture - would have been a pain. In fact, our software originally ran on x86 machines at some point in the distant past, before we migrated it to OpenVMS relatively recently.
I don't know why OpenVMS was given preference over GNU/Linux, *BSD, or Windows; I'm guessing that the technical managers above me had their reasons, but I couldn't say what they were.
I left that job a few years ago, but I think that they did intend to eventually phase out the VMS systems as our new, GUI-based product slowly replaced the older text-based one.
We have almost entirely moved away from it and onto Linux but considering the decades of code and systems built on and around it, it is truly a monumental task to move off VMS while keeping a system used by very high paying clients running smoothly.
It's like places that use mainframes it's probably not a good idea to build a new bank on mainframes but if you have one it's far less risk to keep the mainframe than rewrite everything.
OpenVMS has some very unique features but truthfully it's most valuable feature is it runs the software they have.