There is an incentive to just not move your pieces, so that the other player thinks they're bombs. As a result, players only activate 2-3 pieces at a time.
In chess, on the other hand, you are constantly moving your pawns to the other side to promotion, or otherwise trying to activate/coordinate all of your pieces for an attack.
It makes me think that if deepmind for Stratego was trained to not lose instead of win, then the top strategy might be shuffling pieces and letting the enemy come to attack. No human would ever have the patience to play that way though.