Our goal was to improve overall gameplay by making the Monte Carlo simulator play slightly more realistically than random. Keep in mind that when the Monte Carlo simulator plays completely random games, it still does pretty good. I believe it's on par with GnuGo, a good pre-UCT go player, on a 9x9 board on a modern quad-core.
Whether a heuristic applied within the MC-simulator generates sample games that better assess the strength of a move is a tricky question to ponder. But it seems reasonable that most non-random tactics, however simple, would accomplish that (such as proximity- or capture-based tactics).
The reason that good real-life tactics do not correlate with improved gameplay when implemented in MC-simulators is because the logic required for even simple tactics can reduce the number of semi-random games the computer can play by several orders of magnitude. Picking a random move is extremely quick (choosing a number with a Mersenne Twister is faster than adding two numbers- compare that to the operations required to determine how many pieces surround a given position). That's partly why very simple heuristics like capture-if-possible are only effective if they're applied on a few (2, in our case) open board positions per move in a MC-simulated game. So its just slightly non-random.
Anyway I hope that made sense. It's a weird problem to think about at first, but it's actually really fun to play around with. I recommend checking out Drake's implementation.