it sounds wrong and its incorrect english
"That was wrong" is a grammatically correct sentence.
There is nothing wrong with that sentence.
In the sentence, "In your opinion the president was wrong about that." "that" is a pronoun. Its antecedent is presumably in a preceding sentence.
The answer I gave was wrong.
Nothing is wrong with that
The sentence is correct. There is nothing wrong with it.
It is NOT a sentence.
Nothing is wrong the sentence is good
"What"
Nothing is wrong with that
"Was there something wrong with me?" I wondered.
There is nothing wrong.