Blood vessels do have epinephrine binding receptors; (see alpha and beta receptors).
I would eliminate C initially because if there aren't epinephrine receptors in the blood vessels then how would they have dilated or changed to begin with? Maybe C would be plausible if they said epinephrine receptors were lost. Remember you are trying to support their hypothesis
(C) seems to imply that there were receptors before, which are now lacking. Without receptors now, activity of sympathetic nerves to the skin would be decreased. Still not satisfied why this answer is incorrect.
I agree with your frustration but C does not explicitly state that there was a decrease in receptors before and after decreased blood flow. That is why I believe A is the more correct answer. I would not endorse this question by any means
Norepinephrine acts as a neurotransmitter in this scenario, not a hormone from the adrenal medulla. How does it make any sense that blood drained from the capillary contain NE from the sympathetic nerves? Should it not be regulated similarly to ACh: reuptake and degradation? Whatever is detected should be attributed to the adrenal medulla.