See my comment above. In this case the word used clearly suggests Welsh language is meant although I agree that Welsh play seems to be a perfectly good translation. I suppose the course creators wish to demonstrate this subtlety of the language.

I think I raised a "my answer should be accepted" on this for the same reason. However there is some subtle meaning here: Cymraeg means Welsh but more with the sense of Welsh language. The word Cymreig means Welsh with more of the sense of being from Wales. Thus there is a subtle meaning of "Welsh language" being conveyed here.

(7/26/18) I put just Welsh play and it marked it as correct.