For me with Math this is something I learned the hard way many times. In more advanced math tests you will be asked to prove something novel (to you) using skills/material from the covered subject. So it’s not enough to know the theorems, you need to understand them at a deeper level so you can apply them in new situations or use a similar practice from the theorem to prove something similar.

This is pretty straightforward for most math/physics/other stem courses since they’re usually accompanied by problem sets in their textbooks, and it’s rare to have to do absolutely all of them as HW.