Here's why A is better than D (or why I chose A): it's because the meaning is clearer in A. The sentence is easier to understand.
The THAT in A makes it clear that 'Astronomers have long believed THAT such bodies are...'. So the link between the first and second part of the sentence is made explicit; what we get after the colon is a statement of what astronomers have long believed.
Without the THAT, we would have an independent clause after the colon. Readers would have to take an extra mental step to understand the meaning.
Redundancy is about unnecessary (and usually illogical) repetition. When the addition of a word increases comprehensibility and makes reading more effortless, we do not consider the word redundant.
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