For Paradox questions, we are looking to find the answer choice that provides new information which will make two seemingly contradictory facts coincide. In the stimulus, the paradox is presented by the fact that despite there being less perceived business opportunity in low-income countries, there is a larger proportion of people who start business in these countries than in high income countries.
Answer choice E provides a plausible reason for this, such that this is the result of there being no other opportunities for people in these countries. That, in fact, it is not due to perceived business opportunities, but rather the dearth of employment options forcing people to start businesses.
Answer choice D doesn't address why there is a larger proportion of people starting businesses in low income countries compared to high income countries. Simply stating that many of these people found that the opportunities were imaginary, doesn't explain the situation in low income countries. We need to find the answer choice that allows both seemingly opposing facts to coexist.
Hope this helps, please let me know if you have any other questions.