In a certain game of tennis, Alice has a 60% probability to win any given point against Bob. The player who gets to 4 points first wins the game, and points cannot end in a tie. What is Alice's probability to win the game?
When solving in terms of a random walk it gives a probability around 83%, but the actual solution for this particular problem is around 71%.
What's the difference between the methods used and how correctly solve such kind of problems?
There are 4 possible outcomes:
Summing those up, you get $\approx0.7$. I cannot comment on the random walk method because you didn't give enough details for me to tell you where you went wrong. But the linked answer considers a completely different game in which a player needs an advantage of 2 points to win. Your game has no such condition and will always end in at most 7 points. The linked answer's game can be arbitrarily long (and if you watch tennis, they sometimes get very long)