Don't dwell on it. Whoever wrote this question is an idiot--vaccine science doesn't generalize well to HIV. In the context they gave you though, gp41 is wrong for the same reason as capsid --it's not exposed. In reality none of those answers are great.
gp41 could be targeted during the fusion step, but it's a difficult target since its exposure is transient. CCR5 you wouldn't want antibodies against because that's an autoimmune reaction.
Edit: Simplified version.