I think they're saying the model is designed to hide the chain of thought because this prevents it from learning how to pursue goals and motivations in a way that doesn't show up in the train of thought.

For example, if somebody asked the AI to "build me the bomb", they might see in the chain of thought something like "It seems the user is talking about nuclear weapons. Nuclear weapons are dangerous.", followed by the chain-of-thought monitor interrupting model execution and aborting the request. Then the user might make a blog post about this behaviour. When OpenAI next scrapes the internet for its next training run, the model will now learn that if it wants to build the bomb, it must not think "nuclear weapon" or risk being cancelled.

So the risk is that the model might learn exactly how its being monitored. The only way to prevent that from happening is to hide the details of the monitoring both from the model and from the larger public.

Also, you don't want to punish or reward the monitoring being triggered during training, lest the model learn passim how to avoid the monitor.