the lesson is about "on", hence I suspect the answer is looking for a construction using it.
On sort -- Are we going out.
Nous sortons? -- Are we going out (using nous in place of on).
Va-t-on sortir? -- Are we going to go out?
Allons-nous sortir? Are we going to go out (using nous).
"Allons-nous sort" is incorrect because need the infinitive (sortir) after the conjugated verb. "Sortir" means "to go out" it can't be used as an adjective for "out".
-- Chris (not a native speaker).