If the utility function is about winning, going though easily-evalutable board positions might be the straightforward route.
If the utility function is to win while minimizing your estimate of of you losing, you might see different results.
Plus if you know that you are playing against a stronger opponent, your prior might bias your perception of the board situation.
It's common for the opening to pass by without feeling behind--Go doesn't have set openings to the same extent as chess, but if you play joseki, you might have an opening where the weaker player feels ok. Even that is not guaranteed, but once you start fighting, you will quickly feel the strength difference.
Of course you can play a move that looks good when you play it, but against a much stronger player, it doesn't take long for it to look bad.