But that is most likely be because of the structure of Chess. The evaluation of single board position is more "linear" and certainly easier than in Go.

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.