Your understanding of what makes chess NP-Hard is slightly flawed. Yes, a nondeterministic machine is able to "play perfectly". But the language of chess is,
$$Chess = \{Pos \quad | \quad \text{White wins with perfect play on an }n\times n \\ \text{ chess board, starting from position } Pos \quad \}$$
Does a certificate for this exist? Consider even just two moves, with white moving first. Then you ask whether a move for white exists such that white wins, for all moves of black. Let $W$ be a program that takes as input a board position and returns yes iff white has won. Then to check whether white wins with perfect play within four moves, you need to evaluate
$$\exists w_1\colon \forall b_1\colon \exists w_2\colon \forall b_2\colon W(Move(Pos, w_1,b_1,w_2,b_2)) $$
But a nondeterministic Turing Machine can only answer questions if you ask them in the form
$$\exists y\colon M(x,y) $$
Hence what makes chess, and other games, hard, is that the quantifiers alternate. From Even and Tarjan [1], who proved, to my knowledge, PSPACE-Completeness of a game for the first time:
Our construction also suggests that what makes "games" harder than "puzzles" (e.g. NP-Complete problems) is the fact that the initiative ("the move") can shift back and forth between the players. Such a shift corresponds to an alternation of quantifiers in the Boolean formula (the NP-Complete problems correspond to Boolean formulas with no quantifier alternation).
[1] Even, Shimon, and Robert Endre Tarjan. "A combinatorial problem which is complete in polynomial space." Journal of the ACM (JACM) 23.4 (1976): 710-719.