yeah, it's (c).

the question asks only for a statement that MUST BE TRUE. it does NOT ask for the ACTUAL SET OF VALUES.

this is a huge difference.

real life equivalent:

in the u.s. you can buy cigarettes at age 18 and alcohol at age 21.

let's say person X can buy cigarettes but not alcohol.

if i ask "what is the actual range of possibilities for the age of person X?", then the answer is 18 < X < 21. that is THE answer, and there is no other correct answer.

however, if i ask "which of the following is true?", then the correct answer could be something like 6 < X < 35. because, after all, the person X in the above example (who is at least 18, but younger than 21) must, indeed, be between 6 and 35 years old.

same thing in this example: the absolute value obviously must be > 0, but those values still fall well within the range of choice (c).

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you can also think of the question in the same way in which you'd think about a data sufficiency question:

Is -1 < |x + y| < 4?

(1) 1 < x < 2 and 0 < y < 2
--> SUFFICIENT

just as ...
Is X between 6 and 35 years old?
(1) X can buy cigarettes, but not alcohol, in the united states
--> SUFFICIENT

the same reason those answers are "sufficient" is the reason that (c) is the correct answer to this problem.

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the one fault of this question, though, is that, in my opinion, it's too "gotcha" to show up on the gmat. if the gmat were to give a problem like this one, then there would NOT be a choice (e) like the one here, whose sole purpose is to trip up students whose understanding is otherwise solid.