I've been wondering because the same mistake was considered OK on other problems. I know that's obligatory but even when I write 'i' instead of 'I' for the English translation of 'ich', or writing 'german' instead of 'German' this wasn't considered as incorrect. The same thing happens when I omit the capitalization of the first letter in English-to-German translations.
Perhaps because a literal translation would be 'set goals for themselves' (otherwise you ignore the sich), while 'aim high' may be accepted as a looser translation. To me 'aim high' seems a little too far off - what if their goals are very achievable? But maybe this makes sense to a native speaker.