Notice that there is a causal relationship given in the conclusion. Not only are there many melancholy poets. The author concludes that writing poetry causes melancholy. The sentence in question, "As everyone knows, an activity as profound and engrossing as writing poetry can be depressing" is meant simply to support this conclusion.
You seem to understand this reasoning, so I'll explain why D is incorrect. First, I am not able to identify a claim "within the conclusion." I can only see the conclusion itself. When you choose an answer choice, you should always be able to identify the pieces within it. Also, I would not describe that last sentence as a clarification. It doesn't explain something that was previously unclear, nor does it provide another condition. It is only meant to support the conclusion.