Musk didn't pay for everything. He took his money and left, upset that OpenAI wouldn't let him run it. It was precisely because Musk stopped funding them that OpenAI were forced to seek outside investors and change their corporate structure to be able to offer them a return on the investment.
Obviously this was originally presented as a non-profit, so not a normal startup by any means, but certainly it is normal for startups to "pivot" direction early on and end up doing something completely different than what they initially said. I'm not sure at what point this might upset investors, but I believe the idea is that they are usually investing in the team as much as the idea.
