For all his professed disdain of such activities, Auden was an inveterate literary gossip.

(A) For all his professed disdain of such activities

This is the correct answer; "For all" shows a contrast between the first and second clauses of the sentence, the first clause properly modifies "Auden," and the pronoun "his" is appropriate.

(B) Having always professed disdain for such activities

"Having" here does not show the contrast between the two clauses.

(C) All such activities were, he professed, disdained, and

"And" implies a continuation of an idea, not a contrast. Plus, this is just way too wordy and convoluted.

(D) Professing that all such activities were disdained

"Disdained" by whom? This choice changes the sentence's meaning by not explaining that it was Auden who disdained the activities. Also, using the gerund form "professing" makes it sound like Auden was professing his ideas at the same time that he was gossiping, which is not necessarily true.

(E) In spite of professions of disdaining all such activities

"In spite of" does show the necessary contrast, but "professions of disdaining" is awkward. The most concise grammatically-correct choice is the best one on the GMAT.

i heard For at the begging means, almost same as because .

"For" does usually mean "because," but "for all" in this context means "despite" or "even though." It's one of those weird little idiomatic usages.

Thanks a lot Andrea!!! That really helped me understand.