I don't know a lot about the strategy of go, but it seems to me that any play that doesn't take into account the entire state of the board is allowing for the same class of sub-optimal behavior as the example above.
https://en.wikipedia.org/wiki/Bellman_equation#Bellman.27s_P...
and your attempted counterexample makes no sense (as the 'two cinderblocks' solution is not a subproblem of the optimal solution).
If the moves on different parts of a Go board didn't influence each other and could be solved separately via dynamic programming, it would be a much easier game (and probably uninteresting).
In general, it's false that sub-problems of a problem with an optimal solution are optimal themselves.(Wikipedia's article says the same differently: "In computer science, a problem that can be broken apart like this is said to have optimal substructure.", implying some problems can't be broken apart like that). Also see: https://en.wikipedia.org/wiki/Optimal_substructure
Maybe Go has this property of optimal substructure. Maybe it doesn't. I don't know, but it sure isn't immediately evident.
Optimal solution: Kill yourself.
Sub-optimal solution: Both live.