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Here is a passage from the Goblet of Fire:

The only person apart from Ron and Hermione that Harry felt able to talk to was Hagrid. As there was no longer a Defence Against the Dark Arts teacher, they had those lessons free. They used the one on Thursday afternoon to go down and visit him in his cabin. It was a bright and sunny day; Fang bounded out of the open door as they approached, barking and wagging his tail madly.

Harry Potter and the Goblet of Fire, chapter 37, "The Beginning"

Unless I am very mistaken about how schools in the UK work, why on earth would they have a "free" period? Exams were already written - Harry was sitting in the back of some of the exams, reading books on hexes to prepare for the third task. As a champion, he was exempt. The exams were, from what I can gather, complete before the third task began. So why would they have classes after the exams were complete?

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This is not because of the Triwizard Tournament. This is because the exams do not occur on the last day of school. There are always more days after the exams. If there would be no classes then there would be no point of the school year continuing. Therefore, we must assume that they spend the last few days of the year learning "for its own sake", i.e. they do not get tested on it (or it is included in the next year's tests).

In Philosopher's Stone we see that there is at least a week of school after exams are completed:

Their very last exam was History of Magic. One hour of answering questions about batty old wizards who’d invented self-stirring cauldrons and they’d be free, free for a whole wonderful week until their exam results came out.

While "they'd be free" might imply that there are no classes, it would be strange to continue the school year for another week if they were just twiddling their thumbs. Therefore, "they'd be free" might be referring to being free of exams and the accompanying stress.

In Chamber of Secrets we find out that the exams start (at least that year) on the first day of June:

Ten minutes into the class, Professor McGonagall told them that their exams would start on the first of June, one week from today.

This would indicate that there are additional days after exams before school ends. In fact, the day they go into the Chamber of Secrets is three days before exams:

Mind you, she’ll go crazy when she finds out we’ve got exams in three days’ time. She hasn’t studied. It might be kinder to leave her where she is till they’re over.”

At the feast after they come out of the chamber we find out that exams have been canceled:

or Professor McGonagall standing up to tell them all that the exams had been canceled as a school treat

However, we then are told about the rest of the term, implying that the school year went on for at least several days, and they have classes during this time:

The rest of the final term passed in a haze of blazing sunshine. Hogwarts was back to normal with only a few, small differences — Defense Against the Dark Arts classes were canceled (“but we’ve had plenty of practice at that anyway,” Ron told a disgruntled Hermione) and Lucius Malfoy had been sacked as a school governor.

In Prisoner of Azkaban we are told that the last day of exams is the sixth day of June, once again indicating that there is still school afterwards:

“It’s from Hagrid,” said Harry, ripping the note open. “Buckbeak’s appeal — it’s set for the sixth.”

“That’s the day we finish our exams,” said Hermione, still looking everywhere for her Arithmancy book.

Indeed the day after exams finish we are told:

As the end of term approached, Harry heard many different theories about what had really happened, but none of them came close to the truth.

"The end of term approached" implies that there was still a significant amount of time left to the school year after exams. Once again, if there were no classes school should just be let out.

In Goblet of Fire exams were completed on the day of the Third Task:

Ron and Hermione were supposed to be studying for their exams, which would finish on the day of the third task, but they were putting most of their efforts into helping Harry prepare.

The school year clearly continues after the Third Task, with the exception of Defense Against the Dark Arts classes due to there being no teacher.

In Order of the Phoenix we again see that the term continues on even after the exams have been completed:

The castle seemed very quiet even for a Sunday. Everybody was clearly out in the sunny grounds, enjoying the end of their exams and the prospect of a last few days of term unhampered by studying or homework.

We can again assume that there were classes (otherwise what's the point of the term continuing), but we see that it was a more laid back time than the rest of the term, namely, there is no homework or studying.

We are also given a more precise figure for how long the term went on after the exams:

The week that had elapsed since he had last seen Sirius seemed to have lasted much, much longer:

Harry had last seen Sirius at the Ministry, on the day of the last exam. The term thus continued for a week after the completion of the exams.

In Half-Blood Prince examinations were cancelled:

All lessons were suspended, all examinations postponed.

However, it is again implied that the school year would have continued after the completion of exams:

The beautiful weather seemed to mock them; Harry could imagine how it would have been if Dumbledore had not died, and they had had this time together at the very end of the year, Ginny’s examinations finished, the pressure of homework lifted . . . and hour by hour, he put off saying the thing that he knew he must say, doing what he knew was right to do, because it was too hard to forgo his best source of comfort.

In sum, we see that every year that Harry was at Hogwarts, the school year continued on for at least several days after the completion of exams. Thus, the quote in your question is just one example of a yearly phenomenon – the post-exam period of the term. Apparently, during this time there are classes, but it is a more relaxed state with no actual work.

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    Just to add that (in Scotland at least) if a qualification takes more than 1 year to complete (i.e. old Standard Grades or, in this case, OWLS), it's quite normal to have yearly "exams" that do not coincide with the end of the school year. Final exams for the actual qualification are close to the end of the school year, but it's normal to have 3 weeks of "stepping up" sessions with a new timetable.
    – Pam
    Commented Aug 17, 2018 at 9:29
  • It's not strange, it happens a lot in my country at least that the exams finish but the school year isn't over. Commented Aug 17, 2018 at 13:49
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    Very very strange for us in North America. The term would end, we'd have 2-3 days off, and then 4-5 days of exams. When you finished your last exam, you were free for the summer. Finishing that final exam was always such a relief! The same is true at post-secondary level (at least at Colleges in Canada -- colleges here are very different from what the US and UK call "colleges" btw). Commented Aug 17, 2018 at 19:54
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    @Aurelius True. And my answer doesn't really address why the system is that way; it only establishes that that is the system, and the end of Goblet of Fire is not an anomaly.
    – Alex
    Commented Aug 17, 2018 at 19:57
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Also - the triwizard tournament was supposed to have only 1 seventh year student from Hogwarts. All other students were supposed to study. Ofcourse the year end exams were over for these students but there would be other students preparing for their OWLs and NEWTs. Possible that those exams were also happening in parallel, so the other students had classes as to not distract the ones who had exams.

Further after the unfortunate accident, it was best to have something to do than to spread rumours or be afraid of the unknown.

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