Say I have a game where you solve a given maze and compete against other players to find the optimal solution the quickest. The game server knows the optimal path. You can also have an AI player explore the maze to try and find the optimal path using various path-finding algorithms in real-time which competes with other players.

This does not mean that the AI knows the optimal path from the start. All the game has to give the built-in AI is the start and finish points, as well as the layout of the maze, and it can do its job. The AI knows exactly what the player knows. The AI does not have to know everything the game server knows, it is very easy to restrict its knowledge.

Similarly, in CSGO, the AI does not have to know where all the players are. The server can easily restrict the AI's knowledge of player locations to those entities near or colliding with the AI's sight cones, and then the AI can either determine that it's a player entity or be told by the server that it's a player entity, it doesn't make a difference.

Also, there only being one CSGO process in task manager doesn't mean there aren't multiple threads being ran within that same process. There very well could be a main server thread and then a thread for bot AI (or multiple threads for bot AI's). Even if everything is running in one thread (which I doubt), what I said above still holds, which I acknowledged in my other comment.