"Your sentence does not have an object."

[I.Schmidt1]

In my lexicon I find for "sentence" "φράση", why is it here always wrong

[spdl79]

Because it means 'phrase' or 'expression'.

A phrase is a type of sentence. But not all sentences are phrases.

I'm only a learner - a native speaker might want to correct me - but I don't think φράση and πρόταση are interchangeable.