Programmable calculators are allowed now, sometimes - but the questions are designed to make them of little use.
Generally they require the answer, but (say) 19 marks from 20 will come from full (algebraic) working of a problem, the number at the end is almost irrelevant. Plus, programming multiple-choice questions in would take waaaayyy to long.
Some questions are not readily machine-programmable (so, if you're smart enough to do it, you'd probably sail through the exam with your eyes shut anyhow...) or require use/proof of a particular solution.
Otherwise they simply ban them - and use disqualifies you from that paper if not the entire exam.
Of course, I don't know how they manage in India, where every year we hear of riots from students not allowed to cheat as they desire <g>