Human brains are excellent at computing certain things that are almost impossible for a regular computer. Having worked for years on computer vision I can tell you how hard it is to make computers realize simple stuff, heck, you need massive server farms just to do a basic object recognition that any 3 years old can already do. Sure, you can train a simple AI to recognize some objects, but it will never (currently) be as many objects or as precise as a person can instantly recognize.

The truth is human brains are excellent at what they evolved to do, i.e. pattern recognition. So much so that when trying to figure out data it's usually easier to plot the data in many different ways to see if something shows up. In fact usually when you try to do cluster analysis the first machine result is, let's say not great, but you can see that things are wrong and adjust the parameters.

As for your other point your brain does this automatically, they can just put a billboard with the thing they want analyzed and your brain (and millions of others) will give them the answer. Or they could use our dreams, even during sleep our brains are still active, and they could run any scenarios then. There are many other ideas, e.g. people playing videogames inside the matrix are actually controlling robots, or people working in forklifts are actually piloting construction robots in the real world, etc.

The original CPU idea was excellent, but computers weren't so ubiquitous back then, and the producers thought that the audience wouldn't understand it.