this should be sorted... saying please isn't wrong, it's being respectful and is a part of this answer!
All these comments, but Duolingo still (6/5/2018) has not fixed its mistake in rejecting the translation "please."
Isn't 십시오 old Korean? It's used in historical dramas and I doubt people still use it. Shouldn't it be like 슬퍼하지 마세요 or smth?
Old Korean ≠ Korean used in historical dramas
Historical dramas uses Modern Korean but uses obsolete forms of speech levels. If Korean historical drama used Old Korean, then a modern Korean speaker wouldn't even understand a thing, just like how a modern English speaker wouldn't understand Old English.