You can test products however you'd like to, the nice thing about testing security software is that there's no golden rule-book like with the laws of physics which declare whether you're right or wrong; by no means am I saying you are wrong for what you're doing if that is the impression my post stank of.
People I know used to tell me that Malwarebytes Anti-Exploit wasn't very good and that they'd had never seen it react in the real-world. I took their word for it for a long time... Until I investigated it myself. My own findings after concluding what made it trigger and how it was designed to work was that in the real world, it can actually be a very beneficial addition.
Exploit prevention components can be very tricky to test because even if you conducted a test with 100 samples exploiting 100 different vulnerabilities, and all of which were zero-day (that'd be phenomenally impressive to find 100 zero-day vulnerabilities being exploited in the world at once like that, very unrealistic), and all exploitation attempts were deployed successfully... A week later that same component might stop a different exploit attack.
In my opinion, the only way to really understand if the exploit prevention component is going to be beneficial or not in the real-world is to know the internals of it. This way you'd be able to think about how it was designed to work and how it does work and understand the benefits and downsides of it. Although, such is not applicable to most and learning about how such a component works internally can be non-applicable if you do not work for the vendor and they do not want to share the details with you (not to mention that through reverse engineering you can be breaking the law and violating Terms of Service depending on the situation).
As an example of my above point, let's switch over to Windows Defender Exploit Guard (WDEG) for a minute. While we haven't reverse-engineered it or asked Microsoft for additional details, we know that it allows you to enforce policies such as Address Space Layout Randomization should the software package not have it enabled on the binaries since such is exposed as an individual feature; this can cause the targeted software package to break depending on how it was built internally (e.g. hard-coding which will no longer function when ASLR support relocates images in-memory) though.
Now, with WDEG and the ASLR enforcement policy in mind, we can investigate ASLR and then understand that in the real world it can be beneficial because it can cause exploit attacks which are not very flexible and are relying on hard-coded addresses/offsets to be unsuccessful in deployment. We'll understand that while the enforcement feature can be beneficial, it certainly won't be full-proof and that when enforced on specific software packages, the software may not function correctly if it was not built to support ASLR (e.g. intentionally disabled).
It becomes more difficult when a vendor is focusing on preventing exploitation without disclosing details of how the component works. Believe it or not, some vendors may market their product as having "exploit mitigation" and while you as a customer may be thinking in your mind, "It's great they have a nice exploit mitigation component to help stop zero-day exploit attacks!", it may actually be based on signature scanning.
That's a small example, but I hope it'll elaborate on what I was trying to say in this post.