Well, it all depends on what you want to highlight. Through the forest in Finnish would be metsän läpi. It may describe the same action as here, or it may suggest it's a longer walk through a larger (part of the) forest.
We're trying to keep the translations as close as possible to the original, since users also have to be able to translate back to the Finnish in other exercises. But of course it's sometimes not possible, especially with two languages that have such different structures. People tend to get about equally angry either way...
Here's another example of a present tense sentence posing a problem. half the time if you write the simple present. it tells you that you're wrong and should use the continuous present. but then the other half tell you the continuous present is wrong, and it should be the simple present. Both should be correct as far as I understand.
In this sentence, both are possible. In many other sentences where some users are adamant both should be possible, only one is actually possible. The course is still in beta, so there are bound to be mistakes and missing translations. Report, report, report, and the course will get better.