Answer-D
Please note that $f(n)>g(n)$ or $f(n)<g(n)$ are usual comparisons and not asymptotic comparisons.
Formally, we can not use $> \text{ or } <$ signs for asymptotic comparisons. We do it informally for sake of understanding. This question is exactly pointing out the same thing.
Question says $f(n)>g(n) \color{magenta}\text{ for all }$ $n$. It only means the absolute comparison of function values and has nothing to do with asymptotic comparisons as of now.
Let $f(n)=2 n+1$ and $g(n)=n$, it satisfies $f(n)>g(n)$ for all $n$.
But It doesn't mean $g(n)=o(f(n))$