They are teaching the alphabet just a few letters at a time while we learn a few vocabulary words. If you want to just learn all the alphabet at once without learning a few words then you can find a lot of resources outside Duolingo. Personally I like the way this course is doing it.
I think that Duolingo wants to help you understand Hebrew as it’s actually spoken. In my opinion though that interferes with learning because at such a beginner’s level, I need to hear a pause between words to know how each are pronounced. But in the end, the reason doesn’t make much difference because you get what you get with this Duolingo site. They have heard hundreds of times “Please slow down!” and they don’t so they probably won’t. Well, sometimes in later lessons they do, but by then it’s not so necessary.
If you want to hear the words individually pronounced, I highly recommend Duolingo Memrise! It’s fun and effective. I’ve been doing it for a couple of months and I love it.
You do need do if it is a genuine yes-or-no question. What you're describing is an "echo" question, that is something you do not really seek a genuine answer to because you actually got that. What you are really asking is just a confirmation of the answer because of your genuine disbelief or a kind of faux outrage.