He's the generally agreed world's best player (and only 20-years-old). but he might not have seen the true strength of AlphaGo. After analyzing the games, it's apparent that AlphaGo only tries to win, and does not try to win by a large margin. Translate that strategy into game play, AlphaGo seems to always try to stay ahead of its opponent by a few points, and often trades an optimal move by a less-profitable one but one that's much safer. So even though the two games with Lee have been close, no one has any idea how strong AlphaGo really is.
I'd describe that a little differently: I think AlphGo's choosing safer moves shows strength. In go you don't get any extra credit for winning by more; a win by 0.5 is equivalent to a win by 50.5. As such there is no incentive to fight for wins at a higher margin. If a more aggressive move is riskier or harder to read (it usually is) there is actually a disincentive to play it. I can't tell you how many games I've lost because I misread a complicated variation which I could have avoided entirely when I was ahead.
That's, in effect, how they train it -- they've done literally thousands of these. What they haven't done (yet) is published the moves of those games for external review.