Given that it trains against a copy of itself, with equivalent predictive powers, it makes sense that it would pick moves that have lots of branching possibilities because that would increase its effectiveness against itself.
It'd be very scary to watch a "sibling" to AlphaGo play a 4X game.
There is the question of what your AI takes as its input though. If you feed it the rendered frames of the games there are a lot of open challenges in comparison to feeding it a friendlier representation of the game state.
There is also the question of teaching the AI a strategy vs only giving it the rules of the game and letting it develop strategies by itself.
In comparison to Chess or Go, StarCraft has a lot more game elements to understand and conceptualize. StarCraft is played with incomplete information, because of the fog of war - so for an AI to play it properly it has to have persistent knowledge of what it has seen of the game state and be able to draw conclusions from that about the probable overall state of the game.
You call it chaos when it's far above your head.
I'm not a Go player, but could it not be that if the AI played its moved in a more human order you could see what was going on and assign a narrative to the moves, but the AI can see the order of the moves doesn't matter sometimes so it seems to play more vaguely/randomly to observers? For example, say the AI played a set of moves at the top of the board that you could give an attacking narrative to and then it plays a set of moves at the bottom of the board that you could give an defensive narrative to. If you intermixed the move order for both narratives you, it seems like the AI is playing in a nonhuman way when really its moves have a narrative but humans are too fixated on the move ordering.