>It's not better because of huge computation resources, it's actually more computationally efficient than some classic alternatives

It's similar with options pricing. The most sophisticated models like multivariate stochastic volatility are computationally expensive to approximate with classical approaches (and have no closed form solution), so just training a small NN on the output of a vast number of simulations of the underlying processes ends up producing a more efficient model than traditional approaches. Same with stuff like trinomial trees.