I'm guessing they did file their Form-990 for 2022, but it's not available in public data sources yet. Probably will be available in a few more months.

OpenAI's Form-990s from previous years are all available at https://projects.propublica.org/nonprofits/organizations/810...

Including their entire 2021 filing https://projects.propublica.org/nonprofits/organizations/810...

Along with the nice visualizations the site provides.