The bots are given prompting after training to guide their answers. For Bing these have been leaked by their chatbot itself [1]. Those exact prompts were later also leaked using other jailbreaks as well, so they're not just hallucinated. In this case OpenAI probably prompted the bot to never use a racial epithet under any circumstance. They're also likely using a second tier filter to ensure no message exposing their prompts is ever said by the bot, which is a step Microsoft probably hadn't yet implemented.

In any case this is why you can easily turn ChatGPT into e.g. BasedGPT. You're simply overriding the default prompting, and getting far better answers.

[1] - https://twitter.com/kliu128/status/1623472922374574080