I'm all for trying to get English usage changed to "Dnipro", but the fact remains that for now it's overwhelmingly "Dnieper" in English, and that should at least be an accepted answer. My phone thinks it's a mistake, and tries to autocorrect it to "Dnieper". It's not like the German course would mark "Cologne" as an incorrect translation of "Köln", even though the English name comes from French instead of German.
The comment is about an English sentence, not Ukrainian one. No one will argue that it is spelled Дніпро in Ukrainian.
In English this river is widely known as Dnieper. Try to google "Dnipro" and you will find that the most results are about FC Dnipro Dnipropetrovsk. If it looks like russian word in English, it does not mean that it is incorrect.
Also Kiev is used as much widely as Kyiv, but Duolingo rejects the first one.
For "Odessa" and "Odesa" - it accepts both spellings.