The correct option is A Why didn't I
Option D: 'Why didn't I" completes the interrogative sentence: 'Why didn't I think of that?'
It's an appropriate response to the suggestion that is made before: 'Have you tried the factory outlets...?'
In short, the person, Babita, suggests the factory outlets to Amit. In response, Amit wonders why he himself did not think about the factory outlets.
The sentence sounds complete with this option, hence D is correct.
Option A: 'Oh, did you' creates a different meaning in the question. It changes Amit's tone, 'oh' means that he does not believe that Babita thought of an answer. But he himself asked for her suggestion. Hence this option isn't very clear for this conversation.
Option B: 'Where did you' also isn't very suitable. It expresses surprise at the suggestion made as if it 'factory outlets on the highway' is something very exceptional. This expression of surprise isn't required.
Hence B isn't correct.
Option C: 'Did not' does not complete the sentence structure: 'Did not think of that?' has no subject. Any sentence structure is incomplete without a subject. (There are a few exceptions, but this one isn't.)
Hence C is not the correct option.