That would be "What is the biggest industry that is in Turkey?", yes? My Turkish is not sufficient to say whether that way of expressing it is wrong (I would conclude based on the Duolingo course that it is a valid alternative), but just like the English translation of it it seems a little overcomplicated. My understanding of the -ki is that it would need to be pressed into action if you were going to add a verb to the sentence and turn the first part into a subject, eg, "Almanya'daki en büyük endüstri geçen yıl yavaşça arttı". Of course, it might just depend on whether the "Almanya'da" is considered to be modifying the entire sentence (no -ki) or just the subject (-ki)...
Actually, it's just more formal. There is nothing grammatically incorrect about "Which industry is..." in American English. In fact, since you are implicitly asking to pick between options, it is more grammatically correct but less frequently used. It should be included as a correct solution.