The correct option is C although
The subordinate clause (Frank...very intrigued) depends on the main clause (kept a blank expression on his face) for its full meaning. The idea of the subordinate clause is the opposite to that of the main clause. Hence, the resulting sentence is concession-related. 'Concession' means a clause that has a different meaning to that of the main clause. 'Because' is used for sentences that are cause-related, since the given sentence has a concession and isn't cause-related, option D is incorrect. 'Although' is a conjunction used for concession-related sentences, and it's appropriate here, because Frank is intrigued, but his face shows the opposite, "blank expression", hence option B is correct. 'As' is similar to 'because', it is used in cause-related sentences, and isn't relevant here, hence option A is incorrect. 'Besides being' means 'an addition to being'. The sentence does not call for an addition, because the emotion is contrast to Frank's expression, and not an 'addition', hence option C is incorrect.