If you have a problem and all of your potential solutions are unlikely, then it's fine to assume the least unlikely solution while acknowledging that it's statistically probable that you're also wrong. IOW if you have ten potential solutions to a problem and you estimate that the most likely solution has an 11% chance of being true, it's fine to assume that solution despite the fact that, by your own estimate, you have an 89% chance of being wrong.
The "OpenAI is secretly calling out to a chess engine" hypothesis always seemed unlikely to me (you'd think it would play much better, if so), but it seemed the easiest solution (Occam's razor) and I wouldn't have been surprised to learn it was true (it's not like OpenAI has a reputation of being trustworthy).