The correct statement that highlights a difference between the Yuan dynasty and the Ilkhanate and Golden Horde is: The Yuan dynasty never converted to Islam.
The Yuan dynasty, established in China by Kublai Khan, retained many of its Mongolian and East Asian cultural traditions and did not convert to Islam, unlike the Ilkhanate, which adopted Islam as its dominant religion. The Golden Horde also encountered Islam but maintained a more varied religious landscape.