What is Quantum in probabilistic explanations of the sure-thing principle violation?

The Prisoner's Dilemma game (PDG) is one of the simple test-beds for the probabilistic nature of the human decision-making process. Behavioral experiments have been conducted on this game for decades and show a violation of the so-called sure-thing principle, a key principle in the rational theory of decision. Quantum probabilistic models can explain this violation as a second-order interference effect, which cannot be accounted for by classical probability theory. Here, we adopt the framework of generalized probabilistic theories and approach this explanation from the viewpoint of quantum information theory to identify the source of the interference. In particular, we reformulate one of the existing quantum probabilistic models using density matrix formalism and consider different amounts of classical and quantum uncertainties for one player's prediction about another player's action in PDG. This enables us to demonstrate that what makes possible the explanation of the violation is the presence of quantum coherence in the player's initial prediction and its conversion to probabilities during the dynamics. Moreover, we discuss the role of other quantum information-theoretical quantities, such as quantum entanglement, in the decision-making process. Finally, we propose a three-choice extension of the PDG to compare the predictive powers of quantum probability theory and a more general probabilistic theory that includes it as a particular case and exhibits third-order interference.