IIRC, AlphaZero has two outputs from the neural network. You described the first output.
The 2nd output was absolutely critical to it growing in strength. In effect, this 2nd output value is the difference from AlphaGo and AlphaZero. The 2nd output value guides the monte-carlo tree search.
Naive MCTS looks at board positions randomly. AlphaZero's MCTS looks at board positions the neural network deems "interesting". In effect, the neural network both guides the search (output #2), and evaluates the position (output #1).
MCTS chooses a position based off of the "interesting factor", as well as "how much that position has been evaluated". Ex: if "Knight to c3" has been evaluated 1-million times, MCTS will try to look at other positions. But if the neural network says that "Knight to c3 is really, really interesting", MCTS will still favor to look at that position, more so than other positions.
Etc. etc. down the hierarchy of moves.
With deep search trees as in Chess or even more so in Go, a pretrained evaluator function easily beats any tree search. Applied AI.