In this case, it looks like the sprite itself (the part that detects clicks) extends out further than the visible part of the animation. I would do two things with the student. First, introduce the idea that the sprite borders can be seen with the debug property of the sprite. You can see the documentation of the debug property here: https://docs.code.org/gamelab/debug/
The student should understand that there is a difference between the parts of the sprite that are visible to humans and the actual borders of the sprite itself.
Next, you might have the student go into the animation tab and see whether you can identity any empty space in the animations that are causing the sprite to be significantly bigger than the parts that are actually drawn in. Once the student edits the animations to eliminate that empty space (probable with “crop to fit”, or manually by resizing the animation), they can check the sprite borders again and see whether they have changed.