This could, of course, be because of possibly higher intelligence.
It probably is. I don't think learning formal Bayesian reasoning and real-life rationality skills would help much for games, but IQ can be a huge factor.
I've found poker to be one game in which rationality matters, probably more than raw IQ. Specifically, I've found it useful to be able to do the following, all of which would seem to be exercises of rationality skills also applicable in other domains:
Notice when I'm chasing my losses - that is, when at some level I know very well I'm not going to win the hand, and my real motive for being tempted to bet further is flinching away from having to write off an existing investment.
Objectively understand my strengths and weaknesses. I'm crap at reading peopl
It might be useful if we fellow LW'ers collect actual big scale success stories of ourself in real world applications. Since we are supposed to win some real life experiences of actual winning would be great.