Italians don't say addio usually unless they are joking. By saying it you infer "I'll never see you again." It has roots in the concept of death.
It's also most common to hear them say "Ciao, grazie" when leaving a shop, for example) instead of "Grazie, ciao."
Ive been on a two week trip in Italy, venice to naples, and not a single time i have heard "Grazie, ciao", always "ciao grazie". Thanks for confirming.
The correct answer would be "Grazie, Arrivederci". All the three answers are showed as wrong when I check.