An example where the rules are simple but there's no strategy is matching pennies, and an example where there are expected rules which aren't necessarily always followed is the coordination game. In more realistic examples nothing is so simple.
(Phrased differently) Without asking a new question (the only question asked is in the first sentence), at what point are agents beyond using explicit calculations and their proofs and we are better off letting the program write its own equations (learn the questions to ask, and how to solve them).? There's a couple of examples below where the program knew nothing, it's only input was the pixels on the screen (and the score), still it was able to decide what the rules must be and how best to exploit them; beating human players.