When I came across a question where I had no idea if one of the options was part of the answer, I never included it since including it would have made the resulting answer less likely to be true than the answer would have been by leaving it off.

That does not make sense. If the option you had no idea about were indeed part of the answer, then leaving it out would cause your answer to be incorrect. The choice is between answer like "a and b and c and d" or "a and b and c and not d". The Conjunction Fallacy would involve comparing these to the answer "a and b and c", which, while more likely than the previous choices because it dominates them, is not an admissible answer to the test as you described it.

What may have made this strategy beneficial, is that if you are more likely to recognize options that actually apply to the question, since you had been studying the subject matter, so options that you had no idea about were likely unrelated to the question.