"Who are they?"
I'm also a learner and not that knowledgeable in Chinese. What I say may be a total nonsense. Someone can confirm or correct this.
I think that's because "they" is a pronoun. My native language is Korean which is surprisingly completely different from Chinese, but same thing applies to Korean.
When the pronoun is on the left hand side, this pronoun refers something that was mentioned before. It gets determined first, so "who" that appears later isn't awkward.
When the pronoun is on the right hand side, it's a bit confusing because it's unclear what "they" refers to. The sentence like that in Korean is unnatural and sounds like "who did something to them" and it feels like "who" and "they" are different people, but still that sounds wrong or incomplete.
If it's not a pronoun, either "who is your father" or "your father is who" both works because "your father" is already fixed or determined.
Again, this may be a total nonsense.
Yet to be confirmed by a native speaker but I think it has to do with words placement in a sentence. You will find some nice introduction here : https://resources.allsetlearning.com/chinese/grammar/Chinese_word_order
My guess is that it is linked to the subject of the sentence. In "Who's your dad?" 谁是你的爸爸，the subject is actually "who" 谁 while the rest of the sentence is a complement giving us information about the subject (the subject is your dad).
In the current sentence, the question is "who are they?" as in "concerning the subject 'they', what do we know?". Hence the subject, placed first in the sentence is "they" 他们 while the question part is placed after the subject it is about. 他们是谁？
Is it the case that if if 'who 谁' is placed at the end of a sentence that automatically renders it a question hence the omission of 吗 "ma" whereas if it is placed at the start, it typically needs the 吗 ? at the end OR is it when a personal subject(mother/dad) is being mentioned than the who 谁 is placed at the beginning of the question sentence as opposed to the the more general 'they 他们 '?
吗 is for yes/no questions, so that wouldn't apply here anyway. But for the placement, I think it has to do with where a noun would have been placed, had it played the same grammatical role. So compare the sentence "他们是老师" and the question"他们是谁? ".
But I'm still a learner myself, so someone more knowledgeable should weigh in.
I might be wrong but I heard someone say the first case is asking a general, "who is that?" so thats the order. The 2nd scenario is like when there is a group of men and you are being asked to identify which one is your father, so thats why the "who" comes first. It may be situational.
The answer is probably looking for general "they" rather than feminine "they". The word bank should not have contained both choices or should have accepted either choice.
Interestingly, the subsequent question I received was to translate "Are they in the UK" with feminine they as the only word bank answer.