Taking an exam is not a CPE-eligible event regardless of if you pass or fail, regardless of who offers it and regardless of the topic.
Classwork and studying is eligible provided that the information you learned is also relevant to your CISSP. So, for example studying for "CCIE Routing and Switching" may not qualify, but studying for "CCNA Security" probably would. The question you need to ask yourself is "does the material I learned make me a more effective CISSP?".
We can all speculate as to the reasoning, but in the end, you got maybe 30-40 CPEs for the coursework, whereas the exam would have given you 1-3. Overall, it seems as though you "won".
