What, if anything, is wrong with their thinking?

A logic teacher announces that a surprise test will be given the next week. The students reason that the quiz cannot be given on Friday---since, if it were, the students would know at the end of cl on Thursday that the quiz would be on Friday, so it would not be a surprise. Likewise, the quiz cannot be on Thursday---since, if it were, they would know at the end of cl on Wednesday that the quiz would be on Thursday (because it cannot be on Friday), also making it no surprise. Continuing with this logic, the students eliminate every day of the week, conclude that the test cannot be given at all and are shocked when it is given on Tuesday. So, what, if anything, is wrong with their thinking?