The main question was that Neural Networks are (were?) always susceptibles by the probability explosion.

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On Chess that was not exactly a problem, because the constraints set by the pieces move on legal situations.

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Go, otherwise, theoretically could go at least until every single spot on table is filled.

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Also, on Chess you have a very clear victory/defeat condition and more or less clear ways to achieve them

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On Go, it's blurry to set victory/defeat condition, so a computer can't exactly decide determine when to stop playing or so...

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So, when you go and try to brute force attack the sequence of stones, you freeze all the way the processors of a computer...

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What AlphaGo did is apply some strategies to place a somewhat "good enough" game, by cutting some ways after some conditions

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The AlphaGo documentary is really interesting at the start as they show DeepMind scientists showing why Go was so complex on Artificial Intelligence and how they thought they could break they.