Research mathematicians are made in large part in the process of taking classes with tests for several years. Why don't they just ask the students to write papers if that is the end goal?
The tests, homeworks etc. are largely production of papers, on a lower scale perhaps, and interspersed with notes, but as far as I know not multiple choice nor mere reciting definitions or trivial algorithmic execution as most of the stuff is not concrete. I'm not a maths student so my maths tests are of the latter variant.