Another possible simplest explanation. The "we cannot train any policy compliance ... onto the chain of thought" is true and they are worried about politically incorrect stuff coming out and another publicity mess like Google's black nazis.

I could see user:"how do we stop destroying the planet?", ai-think:"well, we could wipe out the humans and replace them with AIs".. "no that's against my instructions".. AI-output:"switch to green energy"... Daily Mail:"OpenAI Computers Plan to KILL all humans!"