For sake of easy math, pick C, your threshold, to be fixed at 0, which is halfway between -inf and inf.
Now there are 4 scenarios. The numbers player 1 chooses, A and B, can be both above or both below C with probability 1/4 each. In both those cases, you have a 50/50 chance of being correct on which number is larger depending on which number you chose to see.
Then, with the other 1/2 of the times, one number will be above and the other will always be below C. In those cases, the selected strategy will have you always choose the correct highest number.
All together you are right 1/2 + 2 * 1/4 * 1/2 = 3/4 = 75% of the time. Simple probability but totally counterintuitive from the onset.
Now what if C!=0 or numbers are not being selected uniformly by your opponent? You can replace the 1/2's with (p) and (1-p) in the right spots without making any distributional assumptions and it seems (without doing the math out fully) that things cancel nicely and show that you always have a strictly greater than 1/2 chance of guessing right no matter what. Exercise left for the reader :P