Why do exams test un-taught material?

I'm taking an online mooc for a comp science class. I feel that I've grasped the material in the lectures and have passed all the quizzes and problem sets without issue, however the midterm exam introduced many obscure twists to the topic that were never covered in the lectures. I recall this happening a lot when I was in college, and there must be a reason why. Isn't the goal of an exam to test one's understanding of topics covered in class? To all educators out there, why introduce new stuff in exams?

Such questions may seem off topic, but usually require application of concepts taught in the course. Look deeper for an implicitly given challenge which can be solved with course material.

Despite my comments above, there are a few tools pretending to be educators who pull test items out of their asses, making sense only in a twisted mind.