Comes with a free US government backdoor to all of the foreign citizens' data and AI usage. Though of course this is already the status quo for all US companies abroad, so you have to give props to OpenAI for spelling it out explicitly: Give up what remains of your digital sovereignty to the US government and you get a small piece of the AGI pie.
You can make a lot of complaints about America but we have, looking back on history, been nicer than any other patron. Other good evidence includes the fact that europe is still standing (paying to rebuild) and her extravagant welfare states of the past decades, subsidized largely by American defense spending.