I think it's because things = cose, objects = oggetti. "Cose/Things" probably has wider scope than "objects/oggetti" is my guess, hence duolingo telling you not to confuse the two.
There is a note
Do not confuse "items" and "things".
In English, and I am a native speaker, there is no such confusion. "Objects", "items", "entities", and "things" all mean the same. "Quiddities" and "beings" too, though they are philosphical. Only context can distinguish a preferred usage.
Thus "Personal entities" is very odd. "Personal items" is OK, and "Personal things" is rather better. But actually "Personal possessions" is the most usual phrase.
It really would be a big improvement if you could access all the transaltions trhat Duou (currently) thinks are correct.
Rant over :-)
(American English speaker) I'm startled to think that this term, personal effects, is usually used after you're dead(!?) Do you think so?
Um, certainly that's its most common usage today - instances in which people are trying to use delicate language. But in radio interviews and other documents from as late as the nineties it has been used (both sides of the pond) just as words to describe a person's belongings, and my grandma still uses it today. I suppose it's just slightly more formal and therefore used less in everyday speech
"Personal effects" are also things taken from one who is arrested by the police, and then later released to him or her when the arrestee is released.
The standard Englosh is "personal effects" and so this should be accepted!
Personal objects is not a phrase I have ever seen in English and I edit for a living. Sort it out - effects, belongings and possessions should all be accepted.
Why not "personal goals"? I thought I saw this as a translation in a previous lesson.