You can fine tune over the API. Also, Russia and the CCP likely have the model weights. They probably have spies in OpenAI or Microsoft with access to the weights.
Interesting thought experiment! How would they best take advantage of the weights and what would be signs/actions that we could observe that signal it is likely they have the weights?
They'll train it on Xi Jingping Thought so that the people of China can move on with their lives and use the Xi bot instead of wasting precious man hours actually studying the texts.
The Russians will obviously use it to spread Kremlin's narratives on the Internet in all languages, including Klingon and Elvish.
It's very hard to argue that when you give 100,000 people access to materials that are inherently worth billions, none of them are stealing those materials. Google has enough leakers to conservative media of all places that you should suspect that at least one Googler is exfiltrating data to China, Russia, or India.