The reason that you don't want to play poker with Bayes is that the set of cards actually in play is often small compared to the deck as a whole. Anything that is still in the deck (and stays there) is not only unknown but largely irrelevant. That means the state space is large, but not necessarily in play.
However, in the topic game, you know exactly what is on the board at the time. That is, you know the other player's "whole hand" -- just not what order it is in.
For starters, you know that any given piece has a 1 in 21 chance of being a specific piece. With some of the duplicate pieces (private/spy), you can combine multiples together. That is really not that thin of a chance. I don't know where you were headed with your math earlier. The point being, if you combine these percentages together, you can get to that higher/tie/lower aggregation that helps you make a decision.
For example, if you take a middle rank piece, you could have a 48% chance of winning, a 48% chance of losing, and a 4% chance of a tie on any given random piece. If you lose to Piece X, however, you now know that Piece X is higher than your piece. You don't know what it is, though. You DO know that you can evenly distribute that percentage to all of the remaining pieces higher than yours. To make it concrete:
Piece listing for reference.If your 2nd lieutenant piece loses, you know that the other player's piece (X) is 1st lieutenant or above. There are 10 pieces that fit that description. Therefore, Piece X now has a 10% chance of being any of those 10 types. If, however, a few of those pieces had already been captured, that percentage for piece X being each type would be higher.
Assume, however, that no other pieces have been captured. If I estimate my odds of winning against piece X, but this time with a 1-star General, we can expect a 50% chance of winning, a 10% chance of a tie, and a 40% chance of losing.
Our proposed plan of action, therefore, would be able to take into account all the knowns (our pieces) combined with the unknowns (the other player's remaining pieces) and predict the potential for winning and losing. By running the math using estimated maximization of utility, we can determine which potential action is preferable at any given time.