Since this still seems to be an area of active debate within the ML community, it may be worthwhile providing a location to gather this evidence all in one place. Please only list one paper per answer as that makes it easier for people to comment on it (and possibly critique the evidence). Also feel free to include evidence of them not containing world models.
I made an illegal move while playing over the board (5+3 blitz) yesterday and lost the game. Maybe my model of chess (even when seeing the current board state) is indeed questionable, but well, it apparently happens to grandmasters in blitz too.