The investigations of many psychologists and anthropologists

We are trying to express an idea here. The idea is that there is little that is significantly different.

The idea is expressed in a clause. To express this idea, a relative clause 'that' is used.

Let me illustrate this with 2 examples from GMATPrep -

A team of scientists has recently provided evidence of Earth being bombarded daily with as many as 40,000 small comets.

This sentence seems to imply that the team provided evidence of Earth - clearly incorrect.

The sentence should state the idea that Earth is bombarded daily with as many as 40,000 comets. To do this you need a relative clause 'that'. The correct sentence would then be -

A team of scientists has recently provided evidence that Earth is bombarded daily with as many as 40,000 small comets.

Similar logic can be applied here. Only D and E do this.

E - 'little' cannot be used with plural nouns. You cannot say 'little differences'. 'difference' is a countable quantity.
C - 'generalization of little ...' does not make any sense.

In D, the first 'that' refers to 'generalization'. the second 'that' refers to 'little'.
'there' is a placeholder pronoun.