There are different types of listening exercises. The one you are referring to (where the question comes at the end and is not written down) is like you said, in my experience. But there are others (with written options) that will touch upon all the options and in the end it’s just では。or そうしましょう。or something unnatural like that.
If you haven’t done that yet, I can highly recommend familiarizing yourself with all the question types (the written ones and the listening ones) by e.g. taking the official tryout sample that is being linked here: Wanikani July JLPT Community Event (aka Joint Mock JLPT on July 4th, home thread) - #207 by NathaLire so you don’t waste time during the exam through fiddling with unknown question types.
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