I think you might have an incomplete understanding of machine learning.
Games like chess are actually way way simpler than games like Age of Empires.
In chess, there actually aren’t a ton of possibilities for how the game plays out, since you’re only operating on a 8 by 8 board, and each piece can only move in certain ways.
So even though its hard for the computer to learn, with more computing power and advanced ML techniques, it can do so.
Famously, Go is a much harder board game that computers have managed to solve, where its a lot harder because the board is 20 by 20 (i might have gotten the board dimensions wrong) and there are way more combinations, but the computer has managed to solve it.
Now think about AOE.
The map is huge, with way more tiles than on a chessboard.
But another added difficulty is that this game is called “partial information.” In chess, both players can see all the moves, so in some sense, a computer can calculate all the possibilities of what the opponent is thinking.
But in AOE, you need to scout your opponent then adapt based on what you see, so you can imagine that with all of the different features of the game, the complexity is much much bigger than that of chess.
This note about partial information is also why poker is difficult to solve, since you can’t see your opponents cards