"At home" aŭ "hejme" estas idioma frazo en la Angla, kio signifas "komforta". Tio ĉi ne ofte signifas, ke oni estas vere 'en onia domo', ĉar «Ni estas hejme en nia domo» ne sencas.
"At home" is an idiomatic phrase meaning "comfortable". It doesn't usually mean that you're literally "in your home", because then this test wouldn't make much sense.
Down below is a terrible, rambling explanation as to why I think this is also true in Esperanto, but that's all I really wanted to say.
"Hejm-" is an Esperanto root meaning "home", or your own house. It's somewhere you feel comfortable, I think. Like any Esperanto root word, you can add letters to the end, and that will change what it means in a sentence. You can sort of do the same in English, but adding "ly" doesn't work for all words, and it also only works to turn nouns into adjectives, and to turn adjectives into adverbs.
So, "hejmo" is "home", or the physical place that you live in. Unfortunately, the other endings don't translate very well into English. "Hejma is the adjective, which means that a noun is "like a home". Hejme is the adverb, which mean a verb is "in a way that seems like a home".
The sentence is really more like "we are [in a state that feels like we are home] in our house".