I think it takes time for them to find out what learners will hink of and add the appropriate translations. Its frustrating sometimes...but it's also free. So i suggest what im 99.5% sure on and hope im helping to improve the program.
The reflexive form "ils s'appartiennent" means that they belong to each other, but in the singular it would mean that he/she/it belongs to something/someone else (as specified by the Indirect Object of the sentence).
"Lui", when used as an Indirect Object Pronoun (before the verb), means "(to) him/her" according to context, but "lui" as a stressed pronoun (not attached to the verb) means "him" and you would need to use "elle" for "her".