I find it hard to believe that OpenAI would skip this part and try to train on the transcripts stored by the (inherently untrustworthy) agent harnesses instead, if for no other reason than that the logits generated as part of the rollouts are useful and it’s not free to recalculate them. (I believe that some modern RL systems explicitly account for the minor numerical logit differences between the inference engine and the training engine.)
Conversely, if OpenAI is blindly feeding transcripts from inside their agent sandboxes into their training engine, then I think they're being unbelievably irresponsible and that they should assume that their "cyber" agents have compromised themselves by editing those transcripts.