It's training and fine tuning has a lot of specific instructions given to it about what it can and can't do, and if something sounds like something it shouldn't try then it will refuse. Spitting out unbiased random numbers is something it's specifically trained not to do by virtue of being a neural network architecture. Not sure if OpenAI specifically has included an instruction about it being bad at randomness though.

While the model is fed randomness when you prompt it, it doesn't have raw access to those random numbers and can't feed it forward. Instead it's likely to interpret it to give you numbers it sees less often.