so how come you have "that" as a default translation for "tego" but on all others it's "this" (or "it")
According to English grammar, the word "this" describes the things that happen "here" and "now". Analogously, the word "that" refers to the things that were "there" and "then". In this case, it's better to say "I have not said THAT" (rather than "this"), because the person in the sentence is referring to the situation of the past.
I agree with that but I cannot say that duolingo usually honors this. Why here and nowhere else?
Mostly, because this sentence just needs "that" in English, and "tego" in Polish while other sentences can have both. On the other hand - duolingo accepts "that" as "to", in many sentences, if it doesn't please report it.
I don't know. But I think we should follow the right rule - not only when Duolingo doesn't accept "the other form", but always, as we want to learn the actual language, right? :)