The catch is the “in Edit Mode” part.
When you’re in Edit Mode and you add a mesh, they are automatically one object. They are not connected to each other but they are contained within the same object.
If you were in Object Mode and added a new Object (note that it’s called “adding an object” now, not “mesh”) they would not be combined and you would be right.
The trick with that question is really just the phrasing.
