This sentence teaches the difference between the masculine plural adjective and the feminine plural adjective. Who needs context, context doesn't matter, that's the point.
I think Duo is just using this to show the difference of genders right next to each other
If I were to translate this to properly give meaning I would say "The men are sad, the women are sad"
You can't add words that don't appear in the sentence. "הגברים הם עצובים, הנשים הן עצובות" - that not the same sentence!