From their site:
OpenAI is a non-profit artificial intelligence research company. Our goal is to advance digital intelligence in the way that is most likely to benefit humanity as a whole, unconstrained by a need to generate financial return.
The money quote is at the end, literally—$1B in committed funding from some of the usual suspects.
I would argue that this is a terrible, terrible, terrible idea. Once you've got an AI, you could just ask it how to make chemical or biological weapons. Or to hack into various computer systems. Or how to create self-replicating nano-bots. The problem is not every attack necessarily has a defense; or, even if such an defense exists it is typically if much more resource consuming. For example, if you want to protect your buildings against bomb attacks, an individual can just target the buildings with minimal defenses. There are also major problems with how good AIs could be at running scams or manipulating people.