It's ní because ní mór de is one of half a dozen ways to say "must" or "have to" in Irish. Some of them use tá, some of them use níl, some of them use the copula, some of them use another verb.
caithfimid imirt i ngrúpa
ní mór dúinn imirt i ngrúpa
is gá dúinn imirt i ngrúpa
tá orainn imirt i ngrúpa
ní foláir dúinn imirt i ngrúpa
tá againn le himirt i ngrúpa
is éigean dúinn imirt i ngrúpa
The word ní has a number of meanings ("thing", "wash", "not"), but is probably meant as the negative form of the copula here. mór can mean "great" or "big" or "many", do is a preposition that generally means "to" or "for".
In other words, ní mór do doesn't have a "literal" meaning that is likely to help, unless "not big for" means something to you, and you're not happy with the literal meaning given in this exercise ("must").
Perhaps it might help you to think of it along the lines of "There aren't many options for us but"? It's nowhere along the lines of literal, and it throws in a lot of unstated stuff, but thinking about it that way helps me remember that it means must (making sure to remember that a lot of that stuff was not in there, of course).