It should be बैठी हैं। Please report it.

I had the same thought looking at the conjugation tables (https://www.duolingo.com/skill/hi/Plurals/tips-and-notes). But I also asked a Hindi speaker and he felt that बैठे was more correct than बैठी. Could it be that it has to do with the way it is actually spoken (plural feminine ee in written, but casually e in spoken)? Or could it be a common "native speaker mistake", like your/you're in English?