It's true that you can't model the entire game perfectly for any interesting game. But to play a game like Go you only need to know the current state in order to play optimally. If you play poker in a way that only accounts for your current state (i.e., you just take an expected value given the cards on the table, the cards in your hand, and the size of the pot) it won't take long for a competent player to learn how to consistently beat you. (Such a player would get tricked by bluffing, for instance.) In order to play correctly you need to model your opponent's strategy by understanding what their past moves were so that you can guess their probability of bluffing.