A) Unlike the African elephant, whose trunk contains two fingers used to grasp and eat roots, grasses, fruit, and bark, the Asian elephant's trunk has only one finger, so it
Comparison is between African Elephant and Asian Elephant's Trunk. Eliminate A.

B)Unlike the African elephant's trunk, which contains two fingers used to grasp and eat roots, grasses, fruit, and bark, the Asian elephant's trunk has only one finger, thus the Asian elephant
Here the first part says that the African Elephant's trunk CONTAINS two fingers. The second part says that the Asian elephant HAS one finger. Contains is wrong and not parallel with other part. Eliminate B.

C)Compared to that of the African elephant, which has two fingers used by them to grasp and eat roots, grasses, fruit, and bark, the trunk of the Asian elephant has only one finger, and
Here the AND at the end does not convey the meaning.

D)Dissimilar to the African elephant, which has a trunk with two fingers that are used to grasp and eat roots, grasses, fruit, and bark, the Asian elephant has a one-fingered trunk,
Here the part after the last "," does not make sense

E)The African elephant, which has a trunk with two fingers used to grasp and eat roots, grasses, fruit, and bark, is unlike the Asian elephant, which has a trunk with only one finger and hence
E looks Good. Little wordy sentence but that skips our attention.

what is wrong with b ?

One problem with B is the usage of "thus." "Thus" is what's called an adverbial conjunction, and when adverbial conjunctions are used to connect two independent clauses, a semi-colon is required.

Correct: I studied for several weeks; thus, I was prepared for the test.
Incorrect: I studied for several weeks, thus I was prepared for the test.

In answer choice B, "thus" connects two independent clauses, but does not use a semi-colon.

(Not a huge GMAT issue in general.)