I could be wrong, but I think the test associates wisdom with compassion because the writer believes that both are associated with breadth of perspective. When your ability to change perspectives helps you see the world from someone else's point of view, you begin to identify with them, and find it easier to feel compassion for them. On the other hand, when you just don't understand people, you tend not to care as much for them.
In this case, compassion isn't a part of wisdom itself, but a symptom of it.