Anything else would also surprise me. The stakes seem quite high to gamble on using your phone under those circumstances.
And just from a financial standpoint it seems far cheaper to get a couple more teachers to stand around and watch than to shut down the internet for a couple of hours.
Maybe in a first world country that's heavily reliant on the internet sure, shutting down the internet in Algeria doesn't really have much of an impact, people mostly just get mildly annoyed that they can't use Facebook or call their relatives.
They are under supervision in exam centers (high-schools etc). The is no integrity though, so it's not really the students that are not trusted, but the supervisors themselves.