Q10 in the Network Quiz states that Direct Connect is highly available.. whereas actually it’s a SPOF – which is why AWS offer design guides on how to build highly-available connectivity solutions: https://aws.amazon.com/answers/networking/aws-single-data-center-ha-network-connectivity/
You might want to re-read the question. It says "Which of these statements on Direct Connect are FALSE?". You are correct that Direct Connect is not inherently highly available and so that answer should be marked as correct.
For the Pro exam, you’ll need to look very closely at the question wording as AWS will try to trip you up.