I cannot believe this to be true. These kind of things are usually taught in the "academies". By longer, I didn't mean VERY long sentences, just reasonably moderate. Sometimes you can easily conjoin two or three sentences by using conjunctions and punctuation. One can communicate the same thought through both shorter or longer sentences, but the latter will give a better literary and rhetorical effect. It makes you look like a well-read person who can effectively debate on the complexity of issues. As far as errors are concerned, I agree but it just needs a bit of practice to be proficient, (which off-course you are doing). Besides, in the examination when you are so short of time and having so many thoughts flooding your mind, you would like to write as much as possible in the given time; and for this one longer sentence instead of three short ones will save your time too. A break in sentence is also a break in thought, which means more hampering in your flow.

Take this:
Japanese, say, were defeated in World War II. However, they did not lose their hope. Today, Japan is one of the major contributors to global economy.

If I want to conjoin, I can rewrite as:
The Japanese were heavily defeated in World War II, but despite the total devastation of their country they did not lose hope; and today, Japan is one of the major contributors to the global economy.

Also notice that I have added some superlatives for rhetorical effect, because here adding stress is not only justified but draws a more accurate picture of how Japan actually looked like at that time.