Other languages draw those boundaries in different places. For example, in Russian, light blue and dark blue are separate basic color terms (goluboy vs. siniy), so asking a Russian speaker to collapse those into a single category would feel just as wrong as collapsing orange into red or yellow does to us.
Cyan isn't a basic color term in English. So yes, the test is basically asking: if you had to assign this color to one of the basic English categories, what would it be?
The frustration you're describing is kind of the point. With something like orange, English gives us a clear category, so "rounding" feels wrong. With cyan, it doesn't, so people end up splitting it differently.