Because you are going to have students who mark the answer as correct, and you need to be prepared to explain to them why it is wrong. In addition, you explanation of why it is wrong should be accurate, and should not suggest that other correct answers are also wrong. Returning to the original question, why is it that Z3 is not a vector space, but Q3 is. If you say that neither of these are vector spaces, then you have a misunderstanding about what a vector space is which the question would miss because the author forgot to include Q3 as an option.

By itself, this is a minor complaint (you cannot include every example in you choices, although I do think that an example which could not be viewed as an R-vector space would be good to include). However, when you explain why Z3 is not a vector space, your explanation must be correct. An explanation which also excludes Q3 is incorrect.