They are, especially multiple choice questions. The same happens with humans exams:

Let's say there are 100 questions, with 4 answers each. A good answer is worth 1 point. By just guessing you get an average of 25/100, way more than 0/100 by not replying.

If instead a wrong answer is -1 point, by just guessing you get on average -75/100, way worse than 0/100.