They really haven't made much forward looking investment in this area, they just got lucky since they had built CUDA beforehand for other reasons, and that was what people standardized on.
AMD's chips would work just fine for DL if everything wasn't already written in CUDA, needing them to invest in a cross-platform CUDA alternative in the form of ROCm/HIP.
In fact, I prefer OpenCL to CUDA. However, that it is not only a matter of "a few people"'s effort is that AMD had a few people on BLAS libraries since forever, and their stuff is almost unusable for DL, let alone a match for CUDA. Add to that that Nvidia provided cuDNN that everyone uses. That it is not a matter of just a few people can be seen from the fact that AMD still does not provide an alternative, even a toy one, that works. Everythinig in AMD/OpenCL world relies on a few 3-rd party open-source efforts. Some of those work OK, some are cool, some are great, some are garbage, but there is no ecosystem anywhere near Nvidia's.
They have HIP (and they have OpenCL) but these are only general purpose compilers. They have nothing when it comes to the libraries.
In comparison, NVIDIA had all this effort done for them by the library developers.
I'll just say that there is a reason the projects you linked have only a handful of stars on GitHub, despite having significant headcount and supposed megacorp backing.
People have been burned by AMD so many times that rarely anyone cares any more. I do, but I'm not very optimistic...
I think everyone in the deep learning space is interested in AMD succeeding so that we're not all locked into NVIDIA or Google's TPUs, but everyone wants someone else to take the leap first and pay that cost.
I'm certainly not going to buy any AMD GPUs before these versions have been upstreamed and a few people have kicked the tires, the lost productivity just isn't worth it.
Now that Deep Learning is big it's a push toward Half-Precision actually.
Most of the "incredible power" of a Tesla V100 is 100% unusable by a Physicist for example
Also I love your MCMC sampler