Sure you are being clever, but (and I don't know the state of art science wrt effectivity of these fake phishing emails), you are defying a measure that was taken by management to try to make the company safer. Sure it may feel, and even be, a waste of time. But you are also putting yourself above the rules in a way. Your assumption is that these programs will actually NOT make the company safer, with 100% certainty. Because even of it makes the company 1% safer, it is management's responsibility to go ahead with these measures or not.
I don't know what to think of how you acted, as much as I hate most mandatory course, at least some if my knowledge comes from them. Obviously the company pays you normally while you take the course. And somewhere I feel that "work is work".
Of course, in this case, you have shown the system to be erroneous, while showing yourself to feel superior. Difficult... As manager I'd like you to seek a conversation with me.
Edit: Of course, you are 100% free to leave this company, are you 100% free to cheat on cyber security measures? I don't think I agree with you there.
As said, mixed feelings.