"They follow their father."
Translation:Loro seguono il loro padre.
DuoLingo is still showing many errors regarding the use of direct articles with family members. The aricles may be omitted, but only if the noun isn't modified by a suffix or adjectives. 'Mamma' and 'papà' are considered diminutives and require the article. When using 'loro' the article is always required.
I asked a native speaker and she said articles before "mamma" and "papà" are not required and are used in the following ways. When you are talking to someone you are not familiar with, you are more likely to use "il mio papà" or "la mia mamma." If you are speaking to a sibling or someone close to your family (say a best friend), you can omit the articles and just say "mia mamma" or "mio papà." Same idea with "Dov'è il papà" (asking about some child's dad) vs "Dov'è papà" (asking your own siblings or mom where is Dad).
Check out sandrabruck's answer here: https://forum.duolingo.com/comment/2740042/Using-Pronouns-When-Describing-Possessions
She talked about "papà" and "mamma" with or without articles both being acceptable and "loro" requiring the article.