Oh man, I got really used to pencils in University because they make it very easy to correct something while you're taking notes. But of course you still have to use a pen for exams, and one time I got carried away and used my pencil like I was used to. The examiner chewed me for a good ten minutes.
The whole point, of course, is that when you write in ink, it can't be easily erased and changed, while if it's written with a pencil, you could bribe the examiner to change it (or any number of other shenanigans). I guess Americans don't try to cheat as much.