Hi Judy, 

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). 

It was a wrong answer when I used "allons-nous sort?" for this kwiz question. Why is it wrong?

Thank you Chris.  I did finally realize that the verb was not the proper tense in my answer--but not until after I had posted the question!