Chess and Go have very restrictive rules. It seems a lot more obvious to me why a computer can beat a human at it. They have a huge advantage just by being able to calculate very deep lines in a very short time. I actually find it impressive for how long humans were able to beat computers at go. Math proofs seem a lot more open ended to me.

Alpha go and stockfish were specifically designed and trained to win at those games.

And we can train models specifically at math proofs? I think only difference is that math is bigger....