If you look in a Spanish Bible, God or the Lord is El Señor with the S capitilized to denote it's not just any El señor. I found that out when I was reading from the Bible (Spanish)trying to translate to a group of friends in Mexico. Reading the Bible isn't usually an event where your audience is good heartedly laughing at (with) you. I stopped and asked what was happening. They explained they had never heard the Lord referred to as mister before. That's one lesson that "stuck" to my memory:) Also, the lord non capitalized could mean any lord i.e lord of the household etc. If the L is capitalized it's Lord (God). Some exceptions may be "She was talking to Lord Byron at the party"
It doesn't really make sense in English. I'd say "the gentleman" or something similar.
One thing that's really important to remember is that terms of address work slightly differently in Spanish. There are two types of address: direct and indirect. Direct is when you're speaking directly to the person ("Hi, Mr. Arroyo!"), and indirect is when you're referencing them to someone else or speaking about them in the third person ("Mr. Arroyo is my neighbor.").
In English you can use "Mr. Arroyo" for both, but in Spanish you can't. Indirect addresses need to be proceeded by an article (e.g. el, la). "Sr. Arroyo es mi vecino," should instead be "El Sr. Arroyo es mi vecino."
I think that ""El señor,"should be accepted as "mister," without the "the." It is confusing to me since, when referring to a person in the Third Person, (E.g. "Mr Perez eats with us,") you don't say "THE Mr Perez eats with us," in English, but in Spanish, you DO. ("EL Sr. Perez come con nosotros.") The sentence given has no context, so I think the permitted answers should be a bit more lenient.
Hahaha, it even says "the man" as the translation given by the website. Which honestly I think is a good answer (and the woman for la senora), simply because if you were to recreate the situation in which someone would say, "el senor" then in english they would say "the man probably half the time, and the gentleman the other" !