This is a kind of problem that depends on the reader or listener making the wrong initial assumptions. Test all the assumptions with questions like the following:
Q: Were they playing normal chess?
A: Yes.
Q: In chess, if one player wins then the other loses?
A: Yes, always.
Q: So when one grandmaster won a game, the other grandmaster lost it? A: No.
Q: Was there anybody else involved?
A: Yes.
