In what sense is he/she correct?

In general, it's false that sub-problems of a problem with an optimal solution are optimal themselves.(Wikipedia's article says the same differently: "In computer science, a problem that can be broken apart like this is said to have optimal substructure.", implying some problems can't be broken apart like that). Also see: https://en.wikipedia.org/wiki/Optimal_substructure

Maybe Go has this property of optimal substructure. Maybe it doesn't. I don't know, but it sure isn't immediately evident.

Under this definition of "subproblem" the different parts of a Go board are not subproblems either.

If the moves on different parts of a Go board didn't influence each other and could be solved separately via dynamic programming, it would be a much easier game (and probably uninteresting).

From the very section of the article you quoted: "In computer science, a problem that can be broken apart like this is said to have optimal substructure." - There is no reason whatsoever that any problem could be broken down to this. In fact there are many problems for which it is known to be impossible. The article on optimal substructure lists a few.

Yes. The principle of suboptimality only applies to problems which are optimally solved by dynamic programming. This is a small subset of problems and the knapsack problem is not one of those problems solved by dynamic programming. It does not have optimal substructure.