Why? Even in your hypothetical world domination scenario a program can make many mistakes but as long as it wins more territory than it loses it is still successful.
One thing is making a certain mistake because a choice based on erroneous or insufficient data has gone wrong (No matter how great the AI, this will always be an issue), and a very different one is making a mistake even with complete and correct data, something that humans are prone to.
Because I don't want my empire covered in paperclips ;-).