The marquee feature is obviously the 1M context window, compared to the ~200k other models support with maybe an extra cost for generations beyond >200k tokens. Per the pricing page, there is no additional cost for tokens beyond 200k: https://openai.com/api/pricing/ Also per pricing, GPT-5.4 ($2.50/M input, $15/M output) is much cheaper than Opus 4.6 ($5/M input, $25/M output) and Opus has a penalty for its beta >200…
Why would some one use codex instead?
I find both Codex and Claude Opus perform at a similar level, and in some ways I actually prefer Codex (I keep hitting quota limits in Opus and have to revert back to Sonnet).
If your question is related to morality (the thing about US politics, DoD contract and so on)... I am not from the US, and I don't care about its internal politics. I also think both OpenAI and Anthropic are evil, and the world would be better if neither existed.