All four sentences connect elements of a story to a theme, but if you are looking for the strongest connection, D stands out the most.
D. The main character's change from being overly critical to compassionate helps readers understand that empathy is needed to understand others.
This sentence explicitly ties the main character's personal development to the broader theme of empathy, making it a clear example of how an element of the story (the character's change) relates directly to a thematic insight.