In tournament, with all the inducted stress they definitely do : see Lilbow vs Life in blizzcon 2015, or the whole run of Symbol in Iron Squid one. For BW, see Flash vs Stork in whatever MSL or OSL finals (in 2009 or 2010 I think).
> the neural nets will have nothing to account for, say, a mid-game cannon rush, or whatever.
The AI just need to know how many 2-2 zerglings you need to destroy a cannon in that position (or hydras, or whatever unit it has available around and pick the most cost-effective way to deal with the cannon). The thing is that the AI can deal with this in the most efficient way while perfectly microing two groups of mutalisks and defending against a reaver drop[1].
In fact you don't even need deep learning for that since there's a finite number of encounters like this (cannon vs any unit) and I'm pretty sure some guy on TeamLiquid already covered it in depth :p.
> there have been plenty of AI competitions using Brood War
AI competition featuring matches of AI vs AI are interesting, my point is that AI vs man probably won't.
[1] OK, I'm mixing events really unlikely to occure at the same time but you get the idea.