Hi that is because if the destination is specified you use zijn or a form of zijn as required. If the destination is not specified, you use hebben or its required form. In other words, if you use 'naar' then you should use ben as in this case.
Like in English (to have VS to be) and many other languages, it depends on the verb, and unfortunately you'll have to learn them by heart.
I just don't understand when I have to use certain endings, and the Duolingo notes didn't exactly help. Like, do the participles end in d, t, or en? And what are the stem-changing rules for Dutch?
Thank you, by the way, to the person who disliked my frustration, I don't like it either :)
I've had a lot of help from the dutchgrammar website. They have good, in depth explanations, which duolingo isn't great for.