"Chứng minh điều đó không phải là sự thật" marked wrong?
It seems to follow what rules are implied for using the indetermine 'điều đó'.
Your translation is more correct, but when spoken people like to take short cuts so they'll cut out the "điều" part.
I am not sure, but I believe your answer is right and very intelligent, since with all probability "that" means something they just said.
Althoug probably the literal translation is still the one here.