You have put ça lui est égal is masculine and Celia lui est égal is feminine. Then when ask to answer which are correct for he doesn’t mind and you said both answers were correct?
You may have misunderstood the example 'Ça (or Cela) lui est égal' -
1. ça or cela are interchangeable, without altering meaning or grammatical gender, which for the pronoun is masculine. 'Ça' is what you will hear mostly in everyday speech while 'cela' is more formal, as the lesson notes
2. 'lui' is the indirect object pronoun for either 'him' or 'her'. The indirect object pronoun has no effect on agreement of 'égal', so neither in speech or in writing will you be able to deduce whether it is 'him' or 'her' without context, and the lesson gives both translations.
See also the lesson linked:
Ça = that/this/it (French Demonstrative Pronouns)
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