I agreed with you until I looked it up. Apparently in English, the distinction is made between male and female in the spelling as well. "Fiancee" for a woman, and "Fiance" for a man. I double checked, and Duolingo is consistent with that.
This may be the correct way to do it according to the grammar books, but this is not how most normal English speakers use the word and it's not fair to dock us for using our native language as it's actually used.