Option D, ‘the US and the USSR were engaged in direct wars’, is the incorrect statement.
Explanation
The Cold War was a war of ideologies. It never escalated into a full-fledged war. With events like the Cuban missile crisis, Soviet intervention in Afghanistan and Vietnam War, the World feared that the Cold War would escalate into a full-fledged war. However, both the sides restrained war, and thus the Cold War never turned into a global war.