With respect to speech, native speakers have consistently told me that if I "entender" them, I understand the words they are saying. If I "comprender" them, I actually understand the meaning, such as understanding an explanation of a task.
The example they gave me was, "Te entiendo pero no comprendo." Meaning, I understand the words you are saying, but I don't know what you mean by them.
If you are marked incorrect, you should flag it as "My answer should be accepted". But please make sure to carefully look at the rest of your sentence as well. Often when people think that it's because they didn't include a pronoun, it's because there's another error somewhere in the sentence.
Gill- it's optional with certain tenses of verbs, indicative present as in the Duo sentence. Never Duo will count that as a mistake. Some tenses need the pronoun , such as imperfect, for the first and third person singular, because they use the same conjugation : yo comprendía, él comprendía. Some other tenses too.