Consider rock-paper-scissor, and agent X which plays X every move. Agent rock beats agent scissor all the time, and agent scissor beats agent paper all the time. But we cannot conclude that agent rock will beat agent paper all the time. Chess and Go might have this intransitivity property. The fact that one game exists which is not transitive means the burden of proof that Chess and Go are transitive rests on the authors.
My own suspicion is that AlphaZero should be weaker against humans compared to AlphaGo Lee since the former is not trained on human games while the latter is.