AlphaZero has coded all the rules for the respective three games, they do a tree search and their neural network output layer has exactly n neurons for max(n) possible moves. Although it's impressive they don't teach it heuristics and strategies, it's a very specific task.
What about pigeons predicting breast cancer with 99% probability, rats learning to drive cars, monkeys building tools?
Rodents stand a bigger chance at learning Go than AlphaZero spontaneously building stone tools and driving cars.