Why is this sentence incorrect? Why is this other sentence correct?
Solution 1:
This is a classic "best answer" dilemma. I agree with you that A is the best answer (and that "parallelism" is not relevant to whether A is correct).
But you are dealing with the GMAT here and, as I learned from my favorite law professor, you need "to make a test of it." In other words, you need to consider not only which answer you prefer, but also what the question is designed to test. Parallel structure is one of the basic ideas that you should be looking for on the GMAT. They just want you to match up "listening" and "praying." Simple as that.
Your "fundamental truths" are related to style and clarity. Good rules, but way too sophisticated for the GMAT. Look for the answer that addresses very basic stuff; think pronoun antecedents, shifting verb tenses within a sentence, wacky misplaced modifiers. Don't make yourself crazy. See, e.g., https://thecriticalreader.com/complete-gmat-sentence-correction-rules/
With respect to the comma in answer E, I also agree that the two parallel subordinate clauses are clearer without the comma. However, given the length of the clauses, a "rhetorical comma"--a comma used to denote a pause--is not out of the question.
Solution 2:
“A” is not ungrammatical, but presumably the test authors don’t like it because it uses “wrote” instead of “had written”. From a descriptive standpoint, it’s hard to say that the past perfect is obligatory in this kind of context, but a common prescriptivist idea is that the past perfect “should” be used in sentences like this.