ChatGPT does not know chess rules, nor can it “analyze” a chess strategy. ChatGPT has digested the conversations of many many people who have talked about chess, and can reproduce a transcript that sounds similar to this corpus of conversations.
But it is not synthesizing an understanding of the game of chess.
Except that there is demonstrable evidence that indicates GPT actually does have some level of understanding via internalized world models (of Othello in this case, not chess, but the idea is the same): https://thegradient.pub/othello/