AlphaGo developers don't understand how it works in the same way you wouldn't understand how the program you've written to find prime numbers actually found a big prime number. The sequence of operations is known, but numbers are too big to be comprehended.
Which kind of makes me think. Would machine learning succeed even mildly at recognizing primes? Would we be able to decode the final weights after weeks of learning, and find a sieve program encoded as data?