The games AlphaZero lost AlphaZero lost 6 games to Stockfish in a 1000-game match from the starting position, at least one of which was with the white pieces: A game A0 lost with white. For some reason, these games haven't received much media attention. Does this mean AlphaZero hasn't solved the game of chess yet? So, there is still scope for improvement? The media's report that AlphaZero is the perfect chess-playing machine is false.
AlphaZero hasn't solved chess, and it won't until it can find a strategy that results in the same outcome of the game given perfect play from both sides. According to Wikipedia:


  A solved game is a game whose outcome (win, lose or draw) can be correctly predicted from any position, assuming that both players play perfectly.


Since AlphaZero has lost games to Stockfish with both colours, we can assure it didn't solve the game. AlphaZero plays itself in training games. Had it solved the game, all these AlphaZero vs AlphaZero games will end up in one same result: either a win for white, a win for black or a draw.