It's amazing how much tiny differences in approach can matter. I found this out a few days ago when I was fencing. I've spent much of the year fencing away from the electric kit, on the basis that you look, and feel, like a turkey being slow cooked in tin foil. It's hot, in other words. Then, I came to fence some electric sabre with a friend and it took me a good ten or fifteen hits to work out that I was doing half a dozen things that just don't work plugged in. From the outside, the technique looks similar, but it's a big difference. My practise of the last few months has been effectively of the wrong thing.
I was thinking of how this applies to writing, and I think it might be the same with writing exercises. You think that you're practising the writing that you use, but when it comes to actually putting something together, it's an ever so slightly different prospect. The rhythm isn't quite the same, or you find that you're focussing now on the characters, where you were focussed on the language. Sometimes the only way to practise something is to do that thing properly. Actually write something, in other words.
The same thing appears to apply between writing formats. A short story isn't just a novel, only shorter. It certainly isn't a fragment of a novel. Novels need achitecture and structure to hold them together on a level that the short story sometimes doesn't. At the same time, trying to write a thousand word piece in the same rambling, elegant style used over your epic just won't fit. Doing one isn't necessarily a complete preparation for the other.
So what does this mean? Among other things, it means that every time you approach a new format, you need to take the time to understand the way it works. It means that sometimes you should give the exercises a rest and just write something. It also means that I need to stop trying multi-stage feints and hitting cleanly down the edge of the blade, but I'm not sure that's so helpful.