The correct option is D NO CHANGE
A subordinate clause ("they worked nearby") depends on the main clause ("they preferred driving to the office rather than walking") for its full meaning, without which it sounds incomplete. To combine these as a sentence, a subordinating conjunction is used, as the clauses are of unequal rank or importance. The subordinate clause "worked nearby" is contrast in meaning, compared to the main clause "preferred driving...than walking", in spite of working nearby "they" would use a faster means of transportation. Hence the conjunction 'though' is appropriate, because 'though' is used for contrast-related sentences and option D is correct. 'Yet' is a coordinating conjunction, used when both the clauses are independent on their own for their full meaning, whereas the given sentence has only one independent clause, the other is dependent on it. Hence option A is incorrect. 'As' and 'because' are subordinating conjunctions which are used for cause-related sentences, where the subordinate clause is the cause for which the action in the main clause takes place. The given sentence is not cause-related, but contrast-related, hence options B and C are incorrect.