"I am helping you!"
Translation:Ich helfe Ihnen!
Why is "Wir mögen Sie" correct then?
Because mögen is a normal transitive verb that expects its direct object in the accusative case -- like probably 99% of verbs that take an object in the first place.
helfen is one of a fairly small group of exceptional verbs that take one object in the dative case.
Neither of those -- it's Ich helfe Ihnen with capitalised Ihnen, which is the dative case of the pronoun Sie, because helfen requires an object in the dative case.
So (lowercase) ihnen is wrong because it would mean "I help them", and Sie would be wrong because that's nominative or accusative, but not dative.
The verb helfen takes an object in the dative case, not the accusative. So it's wir helfen dir when you're talking to du (one person whom you know well), not wir helfen dich.
It's simply an exception to be learned -- there are a dozen or so common verbs that act similarly, including helfen, danken, folgen, gefallen, gehören, antworten.
Once again 'ihnen' is not capitalized in the bubbles.
There's nothing anyone who reads this sentence discussion can do about that.
If you consider this a bug, consider reporting it as one to Duolingo HQ: https://support.duolingo.com/hc/en-us/articles/204728264-How-do-I-report-a-bug-
I doubt that they will change this just for the one or two courses where case is extremely significant (Klingon is another one: qay and Qay are different words, for example), but you could try.