Microsoft and OpenAI have different technologies they have worked on including ONNX + ONNX-RT and OpenAI is focused on Triton which is a kernel compiler being used to speed up models. Given my understanding of heavy PyTorch use it seems more likely they are utilizing that + triton versus XLA.
Microsoft has DirectML for hardware acceleration on Windows, but maybe you can run OpenXLA on Windows anyway if the GPU drivers support it? It would be preferable if they were on board, I don't want to be dependent on Nvidia or AMD.