Wouldn't the use of passive be correct here: "some things cannot be explained", I believe it has the same meaning since "man" is a rather general or impersonal pronoun.
It would have almost the same meaning, but I think the course makers want you to translate every word, so you learn to use them. Your sentence would be better translated from "Noen ting kan ikke forklares". Which would have almost the same as the current Norwegian sentence.