No encuentran al oso, translates to "They can not find the bear." Why is it "can not" rather than "do not"? Is it the "al"?
Literally, this is to be translated as: They do not encounter the bear. I do not know why Duolingo gives these translation(s). "Al" is surely not the problem here, though. I'm afraid that's all I can do for you for now.
The "al" indicates that the bear is probably teddy bear, or a bear with some relation to someone involved in the conversation. "No encuentran el oso" would be a better sentence if we're talking about some generic bear. I agree with you that it should probably be "do not", but in a loose conversation "cannot" might be acceptable. You would need some context to justify it, however.