I thought sortir needed to be followed by "de" to express the idea of "leaving".?

You only use "de" with sortir if you want to say where you are exiting from.

Je sors du cinéma. -- I exit the movie theater. (Here you exit from the theater.)Je sors ce soir. -- I go out tonight (no "de", because no need to say where you're going out from)

What is confusing me is the question was asking how to say "They are leaving soon" (not exiting or going out) and the lesson states that sortir needs "de" to express the idea of "leaving". 

Thanks for your help Chris but I will have to put this into the “just don’t get it” category. I must be missing something on this one. It happens....

One last question before putting it to bed:

The correct translation for – “Ils sortent bientôt” = "They are leaving soon”.

Is that correct? 

Yes, that's correct.

Sortir = leaving, going out.Sortir de = leaving or exiting from somewhere

It's a pity there's been no response from a native speaker - I thought G was correct, sortir on its own means to go out, not to leave. 

I’m glad to know that I’m not the only one who finds the “sortir” part of this lesson a little confusing. I did use the report button initially to get clarification on this point but was redirected here.

Yes, in fact, sortir de is leaving and I miswrote in my previous post. But it is always "leaving from somewhere". You can't say "Je sors de" in French if you want to say "I'm leaving". You'd say "Je m'en vais", for example, or simply "Je pars".

If you are leaving or exiting a particular place, you use sortir de.