As I understand, chess AIs are more like brute force models that take the current board and generate a tree with all possible moves from that position, then iterating on those new positions up to a certain depth (which is what the depth of the engine refers to). And while I think some might use other algorithms to "score" each position and try to keep the search to the interesting branches, that could introduce bias that would make it miss some moves that look bad but actually set up a better position, though ultimately, they do need some way to compare between different ending positions if the depth doesn't bring them to checkmate in all paths.

So it chooses the most intelligent move it can find, but does it by essentially playing out every possible game, kinda like Dr Strange in Infinity War, except chess has a more finite set of states to search through.