Translation:I am strong because I eat vegetables.
Well, I agree that the rule that you always have to put a comma directly before "że"/"który"/etc. is incorrect (e.g. "To jest chłopiec, który czeka", but "To jest chłopiec, na którego czekam").
But with the phrase "dlatego(,) że" the placement of the comma depends on the logical stress (source: http://sjp.pwn.pl/poradnia/szukaj/dlatego-%C5%BCe.html (see for a longer explanation (in Polish) and many other examples)). Hence
"Jestem silny dlatego, że jem warzywa" = "Jestem silny dlatego, [short pause] że jem warzywa";
"Jestem silny, dlatego że jem warzywa" = "Jestem silny, [short pause] dlatego że jem warzywa".
To express "because" one uses "dlatego" with "że". Without "że" the meaning is opposite.
Piję wodę dlatego, że jestem spragniony. (I am drinking water, because I am thirsty)
Piję wodę, bo jestem spragniony. (I am drinking water, because I am thirsty)
Without "że", "dlatego" can be translated as "therefore"
Piję wodę, dlatego jestem spragniony (I am drinking water, therefore I am thirsty)
As you can see the difference is in cause-effect sequence.
EFFECT dlatego, że CAUSE (as in e.g. 1)
CAUSE dlatego EFFECT (as in e.g. 2)
Another thing: I personally consider "bo" to be less formal than "dlatego, że", however it is just my impression.
Generally Duolingo isn't programmed to read the 'masculine point of view' sentences with a male voice and the 'feminine point of view' with a female one. You may assume that the voice is random. It's best to just treat it as "someone is reading a sentence written somewhere", then the gender doesn't matter.
It accidentally would make sense, but it would change the meaning completely. Those words can be kinda confusing.
"dlatego, że" is synonymous to "bo" and "ponieważ" (and "gdyż" that we don't teach) and it means "because".
"dlatego" is more or less synonymous to "więc" and means "therefore", "so", "hence", etc.
So if you removed "że", the sentence changes from "I am strong because I eat vegetables" (Eating vegetables makes me strong) to "I am strong, therefore I eat vegetables" (hmmm... strong people are obliged to eat vegetables? :D).