This is not entirely correct, we include non alphanumeric characters (punctuation) in our passwords occasionally because it increases the solution space for a brute force attack.
While this doesn't really improve any individual password the fact that we occasionally include non alphanumeric charecters increases the possible password set from 62 possible charecters ^ password length to a something more like 90^password length.
Similarly we dictionary attacks are more efficient than brute force attacks because we're talking maybe 200,000^(words in password) if we allow for some common word permutations versus 90^passwordlength.