I, too, was curious about Lady Cynthia Blunderboro. It seems she's a fictional persona prone to hoaxes.
In the story world, the puzzle probably took its precise form from that game. If the game hadn't happened, maybe Anderssen's unpublished notes would have included a similar puzzle, or maybe nothing along those lines. So the coincidence is "merely" that she's related to the person who played the game that begot the puzzle.