"They are my favorite songs."
Translation:Son mis canciones favoritas.
There is absolutely nothing wrong with writing " Ellos son mis canciones favoritas" but it was not accepted.
Ellos is the masculine version of the pronoun. To use the pronoun here, which is unnatural in addition to being completely unnecessary, the feminine form is required because the pronoun refers to canciones which is feminine.
That would make the sentence "these are my favorite songs." The ellas in the sentence is unnecessary, but technically allowed, as far as I understand it. Son mis canciones favoritas is clear enough without adding a subject pronoun.
Is it not unnatural to be using el/ella in this sentence? I feel like in English it would more likely be said as these or those are my favorite songs, but not they.
You can use subject pronouns here, but it is unnatural. The sentence is complete without it.
Why not preferidos?
If you answered with preferidos, it would have been rejected for being the wrong gender. If you answered with preferidas, it should have been accepted.