File under speculation.
Max Burton-Chellew ... said: 'Game theory can be used to predict how a self-interested and rational person will behave in social situations. However, economic games, in which people have to make decisions on how to allocate money to themselves and others, have consistently shown that these predictions fare poorly. In particular, it seems that people are overly generous and altruistic, and appear to be primarily motivated by concerns of fairness rather than maximising income. ...'
This "fairness" leads to these games resulting in outcomes that are closer to the entropy optimum than the game theory solution.
Maybe humans evolved a sense of fairness because uniform distributions can help to maximize entropy? Not only does this improve the functioning of markets, but it can have other benefits.
Maybe markets are a "hack" of the human sense of fairness? Since we have a sense of fairness, markets can work well. In the past, our sense of fairness has overcome the natural propensity for markets to create e.g. wildly unequal distributions of income though social norms and other human behaviors (religion, wars).