Sentence – Proper Comma Usage in This Sentence

I don't know if it is flat out "incorrect", but I do know many style manuals recommend against it.

When I was young, the rule used to be that you are supposed to use a comma between phrases (before the conjunction, not after) if there are more than two things so conjoined. If it is only two, the comma is optional. I'd usually leave it off. You'd only put a comma after the conjunction if there also happens to be a subjunctive clause inserted there.

I had an occasion to look at a more recent style guide, and I believe it said the comma before the conjunction is always optional. I don't have any guide with me right now, sadly.

This is a classic "best answer" dilemma. I agree with you that A is the best answer (and that "parallelism" is not relevant to whether A is correct).

But you are dealing with the GMAT here and, as I learned from my favorite law professor, you need "to make a test of it." In other words, you need to consider not only which answer you prefer, but also what the question is designed to test. Parallel structure is one of the basic ideas that you should be looking for on the GMAT. They just want you to match up "listening" and "praying." Simple as that.

Your "fundamental truths" are related to style and clarity. Good rules, but way too sophisticated for the GMAT. Look for the answer that addresses very basic stuff; think pronoun antecedents, shifting verb tenses within a sentence, wacky misplaced modifiers. Don't make yourself crazy. See, e.g., https://thecriticalreader.com/complete-gmat-sentence-correction-rules/

With respect to the comma in answer E, I also agree that the two parallel subordinate clauses are clearer without the comma. However, given the length of the clauses, a "rhetorical comma"--a comma used to denote a pause--is not out of the question.