That's a different sentence. Duo's says "but it doesn't make sense"/"mas (isso) não faz sentido", which is a regular sentence used when something seems/sounds confusing or unexpected (note that there is no "he"/"ele" in the exercise).
A: "She's not coming." B: "But it/that doesn't make sense, she said she would be here."
A: "Ela não vem." B: "Mas (isso) não faz sentido, ela disse que estaria aqui."
C: "Everything went wrong." D: "But it/that doesn't make sense, my calculations were correct."
C: "Tudo deu errado." D: "Mas (isso) não faz sentido, (os) meus cálculos estavam corretos."
There are a few possible variations there regarding the use of the article and the demonstrative pronouns but still, not that strage of a sentence in my opinion.