I'm responsible for compliance for a couple of apps. My parent org has a third party very all request come from California residents. I have no clue what the verification involves, but non California requests never make it through to my apps.
That line seems to come from their Privacy Policy[1]. From my reading it seems to cover the main website and application process for teams requesting access and/or funding. I didn't see anything about the language models themselves.
I'm also not a California resident, but I am under GDPR, which I understand is similarly strong. I'll try emailing them and see where it goes.
> Exercising Your Rights: California residents can exercise the above privacy rights by emailing us at: support@openai.com.
If you happen to be in California (or even if you are not) it might be worth trying to go through their support channel.