Static evaluations credit a language model for naming the right move, but an agent must carry a plan through to a verified outcome while an opponent responds. We introduce XiangqiBench, an executable benchmark that measures this difference in Chinese chess: starting from 119 tactical endgames with forced mates supported by engine or checks-only search, an LLM agent must deliver checkmate against an engine defender. An interactive REPL interface separates real moves, state queries, and forward simulation, and we record 8,568 multi-turn trajectories from 12 frontier LLMs under two observation protocols. Three signals that look like competence each overstate closed-loop success. (i) The Conversion Gap: models play the stored reference first move in 26.1\% of Sighted trials, yet only 13.9\% of these trials end in a win. (ii) The Consistency Gap: the leading model reaches 38.7\% pass@3 but only 5.9\% pass^3, winning all three trials on 7 of the 46 positions it ever wins. (iii) The Simulation Gap: 32.3\% of accepted simulation calls stop on an illegal move, and in 49.3\% of comparable cases the real defender replies differently from the line the agent simulated; self-authored rollouts check legality but cannot anticipate the opponent. Finding the move is not winning the game: agent evaluations should score closed-loop outcomes and report reliability alongside coverage.

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