Exams

I have always believed that exams should be designed to test comprehension. Show students how to solve Problems A, B, C, D for example and ask them to solve Problem E that they have not seen before. Problem E will contain conceptual elements from A, B, C and D (and ofcourse relying on student's assimilation of concepts prior that particular class - for example when I teach Chemical Engineering Thermodynamics, I do expect students to know how to write (and solve) Mass Balances, balance chemical equations, do integration/differentiation and so on and so forth).

Often I have run into students who will complain that the exam questions were "too hard" or that the questions had nothing to do with what I had done in class or related to the problems I have worked in class or whatever. When I do solve the exam in class, I try to point out as to how the questions were in fact designed to test specifics from the relevant chapters/sections and what I may have told them about such issues in class.

Is that not how ALL exams are supposed to be written? Is that how ALL evaluations are to be done?