My thoughts:
Entity beans are still part of the
EJB 3 specification. It is just that entity beans have not evolved since EJB 2.1. Also note that Entity beans have not been deprecated. This means that if there is a newer version of the EJB spec, Entity beans will be there too.
Since it is still possible to code both Entity beans and Entities in EJB 3, Entity beans is in the study material.
When someone would choose Entity beans and when someone would choose Entities is a trade-off decision that any likely JEE architect would have to make.. and hence it is in the syllabus!