You are right, of course. B is also correct. Never put too much stock in the so-called "right" answer to a test question. It is extremely common to find mistakes in these materials.
Here's a bit of conjecture as to how this error may have occurred: in ground school materials, many graphs exist that appear to show that the increase in load factor is negligible at bank angles of 30 degrees or lower. Perhaps the test question was created by someone who was looking at such a graph.
Here is one example of such a graph:
Source: this tutorial page from BoldMethod entitled "Why Does Stall Speed Increase With Bank Angle?"
On closer examination, we find a lot of problems with this graph. For one thing, the lines are so wide that small changes in the parameters are hard to see. A more serious defect is that the load factor curve has been shifted downward from where it ought to be if the y value is meant to be zero along the bottom of the graph-- after all, the load factor is 1, not zero, in wings-level linear flight. Also, no scale is given for the load factor curve-- it is clear that it cannot be the same as the scale for the "percent increase in stall speed" graph.
If the lower curve were labeled "percent increase in load factor" rather than simply "load factor", then the scale on the left (y) axis could serve for both curves-- but the "percent increase in load factor" curve would have to be drawn above the "percent increase in stall speed" curve for all points where the bank angle is greater than zero. The "percent increase in load factor" curve would also have to curve upward more sharply than the "percent increase in stall speed" curve. For example, in constant-speed constant-altitude turns, at 20 degrees bank, the stall speed is 1.032 times the wings-level value, representing an increase of 3.2%, while the load factor is 1.065 times the wings-level value, representing an increase of 6.5%. At 30 degrees bank, the stall speed increases by 7.5% while the load factor increases by 15.5%. At 45 degrees bank, the stall speed increases by 18.9% while the load factor increases by 41.4%, and at 60 degrees bank the stall speed increases by 41.4% while the load factor increases by 100%. (All comparisons are to the values for wings-level flight at a constant altitude. Equations: load factor = 1 / (cosine bank angle), and the stall speed scales in proportion to the square root of the load factor.)
The other alternative is that B was supposed to be a "trick" wrong answer just like C and D, where the stated relationship between the values in the 20 and 30 degree-banked turns was reversed from reality, but somewhere along the line "greater than" was inadvertently substituted for "less than".