Are you referring to the search tool? Like when you ask the LLM something beyond its cutoff date it searches and gives you what it searched?
While it's cool that that feature shows the sources, the core of the LLM still does not provide sources, again by design it forgets what the sources are, it cannot link to the common crawl datapoints.
When I explicitly ask o1-pro for a long-form report, it provides tons of citations to both academic and commercial sources. Yes, those are (presumably) the result of searches but meh, whatever, it works. Even if they could associate results with original sources like CC they probably wouldn't dare expose that capability, given how many copyright suits they're already dealing with.
4o can link to sources to some extent, but it sounds like it doesn't do "research-y" things at all unless you have a paid account. It works for me -- note how it cites the manufacturer's literature here: https://i.imgur.com/lRkH948.png -- but when I ask it the same thing in a private window it doesn't cite any sources: https://i.imgur.com/Kc6Y0IR.png .
So that does seem kind of lame. They will offer source citations in the free model the minute they realize they can deliver ads that way, I'm sure...