They definitely stole the data to make the models, but they do not say that they stole the data to make the models, but they do say that others using their outputs for unauthorized purposes is stealing. Do you see the point?
If they were only copying, for example, New York Times articles and many publishers to a disk, I don't think NYT and the publishers would have sued OpenAI. But OpenAI isn't just copying things to disk. NYT reported ChatGPT (before Dec 2023, [0]) was returning near verbatim sections of NYT articles.
Is this stealing? Is it depriving NYT or publishers/writers from money via lost sales/subs? I don't know, but it certainly could be.