Isn't that exactly what they did? The bots could only access the jfrog instance, so they hacked jfrog?
Whilst it might not be JFrog's threat model, I wouldn't assume it can be used as a full internet proxy.
I don't really mean to defend OpenAI here, but they did make some attempts at sandboxing. Although it does seem that they didn't really know what they were doing.
And we don't just magically know all the consequences of that.
Which is exactly why we do need full, physical air gapping. (Which, yes, would also include self-hosting a mirror of the package repo, if the point of the simulation is to see what's possible with the real package repo.)