Why is "Этот вопрос не такой легкий" incorrect?
It is correct, you can say so. In Russian a question can be "лё́гкий" or "тру́дный" (easy or hard) and "просто́й" or "сло́жный" (simple or complicated).
Alas not according to Duolingo
Этот вопрос не так прост.
it appears to me, the такой is redundant. A filling word, that tries to reference something without actually doing it. The reference would be the next sentence, if it ever comes.
лёгкий should be accepted!..