Whenever there is only one option correct among the given options, one example is sufficient to identify the answer provided that it will give only one option is correct and remaining all other options were wrong. One such example is given below:

The shortest path between A and B in the graph is 4 whereas in the MST, it is 8. Hence, option B is the only correct.
Formal Proof:
T is Minimum Spanning Tree of G $\rightarrow$ all the edges of T must be part of G but not vice-versa.
As T is MST of G, the vertices u and v of G - should be in T.
$d_1(u,v)$ - shortest distance between u and v in the given graph G
$d_2(u,v)$ - shortest distance between u and v in the T which is MST of the G
As all the edges in T are also avaiable in the G, therefore the shortest path between u and v in T, should also exist in G.
Therefore either $d_1(u,v) = d_2(u,v)$ or $d_1(u,v) \leq d_2(u,v)$ is the correct.
So, now we need to check whether the shortest path between u and v in T - is the only shortest path between u and v in G or anyother shortest path is also available in G?
In other words, it means "while forming the MST, are we always considering the shortest path of u and v of G to include u and v in the MST" ?
If answer for that question is yes, then $d_1(u,v) = d_2(u,v)$, otherwise $d_1(u,v) \leq d_2(u,v)$.
Consider Prim’s algorithm, where a Minimum Spanning Tree (MST) is constructed by adding vertices one by one.
Assume vertex u and some other vertices are already included in the MST. To add a new vertex v, Prim’s algorithm selects the minimum-weight edge that connects v to any vertex already present in the MST. This selection is based only on the edge weight.
Now, even if there exists a direct edge (u, v) that is part of the shortest path between u and v in the original graph G, Prim’s algorithm may still choose a different edge (x, v) if its weight is smaller than the weight of (u, v).
In such a case, the path between u and v in the MST will be: $ u \rightarrow \cdots \rightarrow x \rightarrow v$ and its length depends on the path from u to x plus the edge (x, v).
If the path u → x is not the shortest way to reach v in the original graph, then the MST will not contain the shortest path between u and v from G.
So, the answer for the question "while forming the MST, are we always considering the shortest path of u and v of G to include u and v in the MST" is NO.
Hence, $d_1(u,v) \leq d_2(u,v)$ where $d_1(u,v)$ - shortest distance between u and v in the given graph G and $d_2(u,v)$ - shortest distance between u and v in the T which is MST of the G.