Translation:I'm not hungry; I'm thirsty.
The answer is correct, but what about "I'm not hungry. I'm very thirsty"? This is also acceptable.
I think this is the first time I have seen Duo use a semi-colon instead of a comma splice (the latter being ungrammatical in English). So in this situation the semi-colon in the answer given is actually proper English I believe. This is because the second clause is linked to the first and balances it. A conjunction is not required if the semi-colon is correctly used as it is here.
Using a conjunction is also an option but if you are going to use a conjunction such as "but" to join the two independent clauses the semi-colon is not required.