The hint for 'på' is 'at/on/about'. The listed correct solutions are 'at/with'. 'With' isn't listed and 'angry about' is marked as incorrect. Is 'sur' used in Danish with different prepositions meaning something different? I find it hard to believe that one combination could mean all 'angry at', 'angry with' and 'angry about'.
One can also use "over" e.g. "Manden var sur over at have tabt" which is "The man was angry about having lost"
I do not think the hints are specific to each exercise, but are general. There are cases where "på" would translate to 'on', but obviously not this one. 'The man was angry on the woman'???
The prepositions in English and Danish don't have one-to-one correspondence. They tend to be quite arbitrary and one simply has to learn them.