"I like exercising on weekends."
I suspect that the reason why Duo doesn't allow は here is because it assumes 私 as a topic in this sentence, forming a classic example of "wagabun", 私はXが好きです. Therefore, the full sentence with は would be 私は週末は運動が好きです and would have two topics, which is not outright forbidden by any grammatical rule but is usually used only in special context. But Duo deems it unacceptable.
Imho, Duo should accept solutions with は since it accepts other borderline translations anyways, and there is no context, so we don't know if the whole conversation doesn't create a contrastive pattern, for example. But that's just my opinion.