In general though, this is a good idea, definitely some obstacles to overcome though - and I suspect many of them involve solving problems that have to be solved on the OpenAI side, not on the user side. For example "send my entire data frame to OpenAI" seems a bit like writing a blank cheque, at the least they could mitigate that on the user side by having a pandas_ai.estimate which could take a run command and analyze the tokens to come up with a cost estimate. The other thing is obviously you want to cache the dataframe on the OpenAI side but that's definitely going to be tricky for these devs.
I wonder if the authors have checked if the data analysis is actually correct too, I guess that the AI is generating the code, not the actual analysis so if the code is wrong you'll get the wrong analysis on the right data rather than the right analysis on the wrong data.