In the basic TSP there is a lot of data.
For example, the reason why minimum spanning tree works is because the algorithm makes use of the relationship between vertices. Similar techniques use alpha-nearness, Steiner trees and direct modifications of distance matrix to create relaxations of the TSP and improve the performance of local search (I believe most are implemented in LKH).
I am obviously not expecting NNs to be capable of doing something like that currently but I'm hoping they might be able to discover interesting instance patterns for something more constrained.