Same reason DRM-data rights management or DLP-data loss protection technologies are rather pointless against determined attackers. Anything that is permitted to be viewed can be copied.
I assume that "plug-in" means peripheral? Seems very difficult to catch all of these people, since a proctor won't be able to inspect the device and tell whether it is a regular mouse or something trickier.
Virtual machines seem like a game of cat and mouse, and one which the SAT is likely to lose.
Thus, if the test is worth taking for a student (because they want to go to college), it's probably worth cheating on. Students outside the top 0.1% can appear better than their peers to improve their odds of getting into better universities, and students in the top 0.1% tend to be there due to intense extrinsic pressure, which may drive them to cheat to increase their certainty of acing it.
For a competent student, it's not hard to get an acceptable grade. For every student, it's difficult to achieve an exceptional grade.