Because it creates different incentives. Given how you supposedly are well-versed in game theory, it is rather surprising how blind you are to the incentives the mechanics create. That the players know that the mechanics mean that conjectures have good chance of becoming true and that chance is related to the "skill" of the character conjecturing, very strongly incentivises players to conjecture things that are beneficial to them. It also incentivises the character with the best score in related "skill" to be doing the conjecturing.
Now perhaps one could be completely detached, and not at all invested in their character's success, but that in my experience is both rare and not even desirable. Nor is it evident in your game that this is the case. After all, the player here conjectured that the runes would be the exact thing they would need to get out of their predicament (And they were! Vilken tur!) instead of an ancient curse that would doom them all.
I mean this is what seems to be happening in your game. Granted, as puzzles go, it is a rather poor one. But they are in (GM created, I presume) predicament, and then they are in author stance trying to invent ways why they can quantum collapse the no-myth to get them out of it. In this sort of game there is still skilled play, it just isn't about manipulating the pre-established fiction elements with the causal powers of your character to get the desired outcome, it is about on meta level suggesting narratives that get you the desired outcome, preferably narratives where you get to roll the actualisation with your best skills.