I'm asking why. Is there some reason for them not to open it? AMD are quite positive about opening up other things, like GPU drivers for example. So why not firmware as well?

In the GPU case I know the reason - it's the DRM garbage (HDCP and Co.). Support for DRM dictates for them to keep it closed. But even there, they could provide alternative firmware without DRM, and make it open. But for CPU, there is no real reason it seems.