Recently I was asking about the impact of the groundbreaking result MIP*=RE on logic and proof theory (see this discussion). Surprising as it is I got confused with the following: MIP* is a ,,quantum'' version of MIP where two provers are allowed to use only classical correlations. My intuition was that allowing more general correlations would always make provers more powerful: it turned out to be the case for quantum correlation but here it is claimed (somewhere in the discussion) that it was believed that MIP* would turn out to be smaller than MIP. And in fact allowing even stronger correlations, the so called non-signalling correlation we get another class $MIP_{ns}$ which turns out to be smaller than MIP: namely $MIP_{ns}=EXP$ while $MIP=NEXP$.
What is the intuitive reason behind this fact? Why allowing more general correlations won't give yet another bigger complexity class?