It's hard to see why there would be a real cost difference, besides the cost of paying the middle man. If the middle man owns you, and is implicitly paying for

It's hard to see why there would be a real cost difference, besides the cost of paying the middle man. If the middle man owns you, and is implicitly paying for your compute investments either way, they might be inclined to give you a discount. If anything, it's a great opportunity for Azure to scale their ML infrastructure and test it on large problems. Also, "Used by OpenAI" could be useful for marketing. So there are lots of incentives here for MS to let OAI use their services at reduced cost.