Case vs. example

[Lost_Soul]

English Language Proficiency Tests, Advanced Level

ESL/EFL Test #34 "Teaching your Wife to Drive", question 8

In my ......... none of this happened — all I did was shout and scream, which made me feel better.

(a) example
(b) case
(c) instance
(d) incident

English Language Proficiency Tests, Advanced Level

ESL/EFL Test #34 "Teaching your Wife to Drive", answer 8

In my case none of this happened — all I did was shout and scream, which made me feel better.

Correct answer: (b) case

Your answer was: incorrect
In my example none of this happened — all I did was shout and scream, which made me feel better.
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Please, explain why I cant use "example" here

[Conchita]

Case can have the sense of example. Yet here, 'in my case' doesn't mean 'in the example I gave', but 'as for me', 'as far as I'm concerned'.