I don't see that at all. It is the literal translation, but it isn't right in English. This comes from the fact that English and Portuguese do not use the tenses in exactly the same way. You simply can't say "we are friends since..." in English (maybe in some colloquialisms, but it is definitely not good enough English to learn).
I dont think at this level they are concerned with the translation of the sentiment if the sentence, rather the words within the sentence. So, while it wouldnt be proper grammar in english, it would be poor teaching technique to mark it as wrong. That would be something to worry about later. So, that's probably why they are accepting "We are friends since yesterday" as correct now.
One of the functions of the present perfect tense is to describe an interval of time from the past (yesterday) until the moment of speaking. The Portuguese "simple present" focuses only on now, not the past.
We are friends [today]. (Simple present)
We have been friends since yesterday. (Present Perfect)