This is not true, GPT-3 can perform chain-of-thought reasoning through in-context learning either by one/few-shot examples or zero-shot by starting a prompt with "let's think step by step" (less reliable).

GPT-3.5 (what's being used here) is a little better at zero-shot in-context learning as it's been intstruction fine-tuned so it's only given the general format in the context.

This is not correct, I am a co-author of the chain of thought paper and we reported GPT-3 results.

True but I believe when they said GPT-3 they meant Chatgpt, which has been RLHF trained and does show chain of thought reasoning capabilities.