Making game theory optimal decision does not ensure, you will win every hand. It only ensure, that you can not be exploited by other players, who adjust to, what you do. If for instance you face an open and consider a rejam in short stacked tournament play, you can plug the situation into a program like ICMizer in real time.
But this will not ensure, that you win the hand, if the opponent call. It will just ensure, you rejam exactly the correct range, if the opponent is also making game theory optimal decisions. So if for instance the program tell you, that ATs is part of your jamming range, and you follow this advice, you can still get called by AK and lose.
On sites, that dont allow real time use of ICMizer, you will be cheating. But if a site dont have rules against it, then you are not cheating, and its up to your opponents to decide, if they also want to use ICMizer while playing. Personally I would not do that, because I am multitabling, and it takes to much time. So for me its better to work with the program, when I am not playing, and then make better unassisted decisions in real time. And I honestly dont care to much, what my opponents are doing, as long as I am winning.