"We are good at that."
Translation:Nós somos bons nisso.
Naquilo is used for things that are away from both tge speaker and the listener.
Nisso is used for things which are near the listener and away from the speaker.
Nisto is used for things that are near the speaker (this).
I guess in this case both naquilo and nisso should have been accepted.
My understanding is you MUST have a noun after nesse or nessa. They don't just mean that, they mean that+(something).
If you are referring to something abstract, or leave off the noun for any other reason, then you need to use nisso.
This might help: nesse/nessa has to agree in gender with the noun. In this sentence there's no noun to agree with, so you can't use either of them. Nisso has no gender, so it stands alone.