"No, we do not want to see the car."

Translation: Nac ydyn, dyn ni ddim eisiau gweld y car.

[Goren17]

What is the difference between eisiau and isio? It's the first time I see the latter word, is it some dialect variant?

[ibisc]

This is explained in the 'Hints and Tips' for the 'Wanting' section.

The dictionary word is eisiau, but it is very often pronounced as /isha/, /isho/ or /ishe/ depending on where in Wales you are. Some people, especially in NW Wales, like to spell it as they pronounce it, so the course allows isio as well.

Unless you have a reason to spell it isio, stick with eisiau.

[RowenaJane]

Why don't Duolingo put 'dan ni' in the sentence with 'isio'?

[ibisc]

The two are not necessarily tied together. There is a lot of variation in dialects across Wales - there are usually reckoned to be about five main dialects, not two, for example - with no particularly firm geographical boundaries between them.