Hola Bob

You can answer with the pronoun "nosotros", so "nosotros volvemos" is absolutely fine. I added the answer including the pronoun. But you don't need "nos" - the hint is asking to conjugate volver in the present, not as a reflexive verb, but simply "volver". This is why it was marked wrong. 

Sometimes we use the reflexive pronouns with some verbs to emphasise but this wasn't asked in this A1 test. I hope it clarified it.

Saludos cordiales

Inma