In a room, I can make sure that there is no other person there, that there is no big monitor with solutions, notes, whatever. I can also not see whether the students has another browser open with one of the cheat-websites where one of his faster colleagues has already uploaded the solution. I'm luckily in a field where we can do open-book exams without too much problems, which makes the "hidden notes" a non-issue, but one wants to be sure that it's actually the student who solves the problem. That is much easier in a class room.