Do you have any sources to back this assertion? It sounds unintuitive as I know object recognition sytema are usually trained on small images but they generalize well to arbitrary image sizes. What you are describing sounds like overfitting.
If you haven't played go very much, you may thing that "it's just a bigger board". 19x19 is commonly used because it has an even balance of edge and center influence (in reality, edge influence seems to be slightly higher). With the 13x13, corner plays have overwhelming influence in the center. At 9x9, there is basically no center strategy at all. Normal strategies starting in the corners and expanding influence toward the center don't work as effectively with larger boards (the larger the board, the more this becomes true).
This is a much different issue than image recognition in that strategy doesn't scale in the same way that images do.
Go has deep strategy, but it is very well defined in terms of what can and cannot be done and those rules are not particularly complex. Power grids in contrast are far more complex. There are thousands of rules, but also many more thousands of unwritten assumptions and case-by-case analysis. A final issue is that there exist unsolved and unrecognized problems.
The last AI winter (deep learning is just the latest rebrand) came from researchers overstating their accomplishments and making promises about general intelligence that could not be kept. Any claim about anything that requires general intelligence in the near future is undoubtedly overpromising.