Traditional multiple choice questions (with only one "best" answer) have become the norm because they are the easiest to grade and are widely available in test banks or are relatively easy to write (although, I would argue, not that easy to write well). They don't however give terribly good information about what someone knows. SATA have become particularly common in nursing education because, as nurses, you always need to be considering multiple things at once. SATA questions not only provide better assessment of one's actual knowledge but also help encourage this kind of multidimensional thinking that nurses must do all the time. (Think about it - in actual nursing practice, everything is SATA, you always have to know if you should be doing one thing, 3 things, not doing something in any given situation.)
That being said, answering them is not easy, takes a lot of getting used to, and requires practice to be able to answer successfully. Nursing faculty generally have a lot of leeway in how they write tests for their courses. But to get a good assessment, it is best that students have a idea what to expect on the test. It would have been much better for your instructor(s) to give you some notice about what format the test would look like (or for student to ask specifically). An assessment that students are not prepare for also doesn't give very good information either since you can't tell what student do or do not know versus what they were just surprised by.
Likely, you're instructor was trying to prepare your class for the NCLEX and/or practice. Answering these kind of questions is certainly something all nursing students should be working on but some heads-up is also good. You might want to think about 1) trying to get a clearer idea of what tests will look like before hand from your instructor, 2) asking them to go over strategies for answering SATA questions and how to study for them, 3) investing the study time you need to master the content so that you could respond to anything you might see on a test, and 4) looking at some test-taking resources, including practice questions, specific to SATA questions.