"The baths are not in the forum."
Translation:Balnea in foro non sunt.
Neuter second-declension nouns have the plural "-a" instead of "-i." (You can see this in English with some nouns derived from Latin: "datum" -> "data"; "medium" -> "media.")
According to Wiktionary, the "balneae" plural is because the plural declines as if the word were first declension "balnea" ("-ae/-arum/-is/-as/-is"). I don't know of a reason why this was the case, but obviously this quirk is irregular, as doubey5 said.
Actually, your sentence says something entirely different.
The Duolingo sentence “the baths are not in the forum” indicates that there are baths but their location is somewhere other than the forum.
Your sentence states that zero baths are located in the forum, which is different. It does not point to baths being somewhere else, as the Duolingo sentence can.