"Julia and Neha are sitting together."
Translation:जूलिया और नेहा साथ में बैठे हैं ।
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?
बैठे is an adjective, not a verb. Think of it as meaning "seated", as in "Julia and Neha are seated together."
In English, "sitting" can mean (1) already being in a seated position or (2) being in the act of changing to a seated position. The Hindi verb for "sit" (on which बैठा / बैठी / बैठे is based) can only mean (2).
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Side note: it really should be बैठी since the entire group is known to be female.