Let's break this down and consider things carefully. To informed researchers, what is most surprising here is not that the AlphaGo Zero algorithm beat stockfish but that MCTS managed to outperform Alpha-beta search. I'll venture a hypothesis as to why this was.
Informed skepticism would have discounted MCTS against alpha-beta search but wouldn't have put much stock into the idea that Neural Networks couldn't learn better features than what has been painstakingly handcrafted. We know that given sufficient data and an appropriate architecture, neural nets have achieved better local minima than humans. This shouldn't be surprising anymore. A structurally adapted searcher will always do better in its adapted to domain. A Cat is so good at being a cat, it doesn't even have to think about how to cat. Choice of optimization method, input pre-processing, loss function, hyper-parameters and architecture together define a search space, a structural prior and how to navigate.
Returning to alpha-beta vs MCTS, my view is that earlier work on the chess search space being ill-suited to MCTS has not been invalidated once you account for the synergy between the neural net and search method brought about by the imitation learning approach. What might be happening here is the neural net not only learns to correct when it goes out of bounds, it also learns to account for missteps of MCTS!
The AlphaGo Zero Chess Program is clearly smarter than stockfish from the perspective of its ability to better navigate the search space but before talking about fire alarms there are some things to note.
Assuming the paper, AlphaGo zero does well if you hold compute fixed and adjust time, but how does it do as you move along both compute and time? This is of relevance to the general community, especially if AlphaGoZero skill degrades gracefully enough to allow it to be a better tutor than current engines.
Contrary to the no fire alarm claim, we should see sudden improvements everywhere due to how close joint, structured prediction, reinforcement and imitation learning are to each other. Unexpected improvement across a broad class of problems is a fire alarm. Right now, POMDP or games with hidden information and multiple interacting agents are still very difficult. Structured prediction is still difficult. Granted, this was before AGZ, but Neural Nets+MCTS had to be modified to Neural Self-Play before it could work just ok in poker-like games.
What we should take away is the power of combining searching and learning. I'll argue that what is now being called expert iteration was presaged in an antique 2006 paper [1] where Hal Daume et al discuss the power of a learning algorithm trained to imitate a search computed policy. Even with limited compute and data, you can use similar ideas under the learning to search framework. The imitation approach is what's consistently yielded great results, whether applied to neural nets or logistic regression.
[1] http://www.umiacs.umd.edu/~hal/docs/daume06searn-practice.pd...
https://link.springer.com/content/pdf/10.1007/s10994-009-510...