> Adding pieces up only increase complexity up to a point.
As you said, until you reach 32 pieces. What you vastly underestimate is how much complexity is added at each level. You're like the king in the fable who agreed to give the vizier a small amount of grain: 1 grain for the first square, 2 grains for the second square, 4 grains for the third square, etc. The king thought he was getting a bargain.
> The thing is : you don't need to train it on all games from the endgame table before it converges to perfect play.
But you do, because there is no algorithmic simplification, at all. Strong chess players understand that while there are common patterns throughout chess, their application is highly specific to the position. That's why we have endgame tables, which are used to solve positions that pattern matching doesn't solve. You can get excellent play out of an NN, but that's not the same as solving it. And the absence of Bellman violations is necessary, but not sufficient ... you can't use it to prove that you've solved chess. The fact is that it is impossible within pragmatic limits to prove that chess has been solved. But so what? Programs like AlphaZero and Stockfish already play well enough for any purpose.
Anyway, you're free to go implement this ... good luck. I won't respond further.