Yeah, a 60:40 doesn't mean the advantaged wins 60 times. In fact, it usually means they win a bit more than that when both players are at a good skill level and are up to par. If I have a car that is always 5-10 mph slower than your car and we decide to race around different parts of the world, you're always going to have the advantage of being able to go faster than me and therefore you simply have to race well while I have to race so well that it overcomes your speed advantage.
That's typically why Zelda has such a ridiculous time winning even 40:60s, in the sense that I'm speaking of. If she were to win something 40 out of 100 times, the match-up could probably be closer to even.