Answer
Overall, if an arbitrary (not necessarily odd) number is chosen,
Alice wins with probability $\frac{2}{3}$,
while if we assume that an odd number is chosen,
Bob wins with probability $\frac{2}{3}$.
Proof
As proved by Gareth McCaughan in his excellent answer to the previous question,
any even number is a winning position.
From a number of the form $4k+3$, the only possibilities are to move to $4k+2$ or $2k+2$,
both of which are even, so $4k+3$ is a losing position.
From a number of the form $8k+5$, the only possibilities are to move to $8k+4$ or $4k+3$;
$4k+3$ is a losing position, so $8k+5$ is a winning position.
From a number of the form $16k+9$, the only possibilities are to move to $16k+8$ or $8k+5$,
both of which are winning positions, so $16k+9$ is a losing position.
From a number of the form $32k+17$, the only possibilities are to move to $32k+16$ or $16k+9$;
$16k+9$ is a losing position, so $32k+17$ is a winning position.
We can keep on going in this way to account for all possible positive integers. So Alice's chance of winning, taking all possible $n$ into account (or equivalently, $n=\infty$), is
(proportion of even numbers) + (proportion of $8k+5$ numbers) + (proportion of $32k+17$ numbers) + ... = $\frac{1}{2}+\frac{1}{8}+\frac{1}{32}+\dots = \frac{1}{2}\times\frac{4}{3} = \frac{2}{3}$.
And if we assume the initial number chosen has to be odd, then Alice's overall chance of winning is
(proportion of $8k+5$ numbers) + (proportion of $32k+17$ numbers) + (proportion of $128k+65$ numbers) + ... = $\frac{1}{4}+\frac{1}{16}+\frac{1}{64}+\dots = \frac{1}{4}\times\frac{4}{3} = \frac{1}{3}$, where all proportions are of numbers of the given congruence class among all odd numbers.