I think one important point you're missing is that a chess engine looking to mathematically prove a victory is very different from the ones that play against grand masters. Deep Blue may have been able to calculate 6 to 8 moves in advance, but that was after it pruned all the moves that were obviously incorrect. When you're trying to prove something mathematically however, you have to assume that even something as silly as sacrificing a queen for a pawn with no obvious positional gains is a valid move and calculate all possible branches taken from that move until checkmate some 30 moves down the road.

For example, checkers is a vastly simpler game than chess. Yet, it took 18 years of constant computation to solve it [1]. Even a game as simple as tic-tac-toe has 255,168 possible games [2]. The estimated number of chess games is 10^10^50 [3].

1. http://www.newscientist.com/article/dn12296-checkers-solved-...

2. http://en.wikipedia.org/wiki/Tic-tac-toe

3. http://mathworld.wolfram.com/Chess.html