I may be wrong, but I think the lack of agreement is due to the fact that "galben" is a noun here, because you're not describing the color, but rather naming it. A more familiar syntagm to support this is "Culoarea mea prefereată e roșu/albastru/galben." (not roșie/albastră/galbenă). It's confusing because "culoare" is feminine and all color nouns share their form with the masculine adjective...
So this is another example of multiple choice answers where two answers are equally valid, but one is arbitrarily rejected, when it should be accepted. But there is no "My answer should be accepted" option when you try to report it, similar to https://forum.duolingo.com/comment/28189696. So how do we report these?
This is one instance where I need to check the Duolingo dictionary, because two options are correct, but I don't know which correct answer will be accepted by Duolingo.