Sure, today's LLMs blow them out of the water, but the difference was much less striking with neural networks even as late as 2010.
For example, I remember /r/SubredditSimulator blowing my mind, and I’m pretty sure that was markov chains
P.S.: "2010" was probably from this great Ars Technica article :
https://arstechnica.com/gaming/2011/01/skynet-meets-the-swar...
It's not clear to me whether neural networks were already involved (though there's already some self-learning there), you can see a few Ars and YouTube comments mentioning them, though "genetic algorithms" seems to also have been a popular buzzword ?
P.P.S.: This is about StarCraft 1 (ONE), not to be confused with DeepMind's Alpha Star wiping the floor with a pro StarCraft 2 (TWO) player in 2018.
To compare Markov Chain with an LLM is kind of like to compare a single cell organism to a human being because we both are based on cells.