The fact that the non fish eaters were vegetarians isn’t necessary for the conclusion - if we negate this assumption, all it tells us is that fish eaters are healthier than vegetarians, which doesn’t change anything about the argument.

This answer goes the wrong way, which negating it demonstrates. If test subjects who ate fish had a diet that contributed to heart disease, the argument would be even stronger! The fish would look to be stopping the effects of the unhealthy diet.

If this were true, it would do more to hurt the argument than to support it. If the people who didn’t eat fish were eating red meat, then that might be another cause of the correlation that hurts the argument. The argument would have to assume the opposite of this.

If this were not true - if the test subjects who ate fish were more likely to engage in other healthy activities, then that would be an alternate explanation of the correlation. The study’s findings would not be because eating fish is healthy, but instead because people who eat fish tend to be healthier in other ways.

This also goes the wrong direction, and negating it would actually help the argument, not undermine it. Negating (E) gives the claim that the fish eaters were more likely to be sedentary, which makes it look like the fish is doing even more to help counteract the effects of being sedentary.