According to the Cisco Secure Email Threat Defense User Guide, the No Authentication option is only available if you are using a Cisco Secure Email Gateway (SEG) as your message source. This option allows visibility only, no remediation1.
The other options are not valid because:
A) Basic Authentication is not a visibility and remediation mode for Cisco Secure Email Threat Defense. It is a method of authenticating users with a username and password2.
C) Microsoft 365 Authentication is a visibility and remediation mode that allows you to use Microsoft 365 credentials to access Cisco Secure Email Threat Defense. It has two sub-options: Read/Write and Read. This mode is available for both Microsoft 365 and Gateway message sources1.
D) Cisco Security Cloud Sign On is not a visibility and remediation mode for Cisco Secure Email Threat Defense. It is a service that manages user authentication for Cisco security products, including Cisco Secure Email Threat Defense3.

To meet the requirement of ensuring that emails received by company users that contain URLs do not make them susceptible to data loss from accessing malicious or undesired external content sources, the administrator must configure two features on Cisco Secure Email Gateway: antispam scanning and URL filtering. Antispam scanning can block or quarantine messages that are identified as spam based on various criteria, such as sender reputation, message content, and message headers. URL filtering can rewrite or defang URLs in messages that are associated with malicious or undesirable websites, such as phishing, malware, adult, or gambling sites. Reference: [Cisco Secure Email Gateway Administrator Guide - Configuring Antispam Scanning] and [Cisco Secure Email Gateway Administrator Guide - Configuring URL Filtering]

The appliance enforces your organization's policies for messages sent to and from your users through the use of mail policies. These are sets of rules that specify the types of suspect, sensitive, or malicious content that your organization may not want entering or leaving your network. This content may include:
-spam
-legitimate marketing messages
-graymail
-viruses
-phishing and other targeted mail attacks
-confidential corporate data
-personally identifiable information
https://www.cisco.com/c/en/us/td/docs/security/esa/esa11-1/user_guide/b_ESA_Admin_Guide_11_1/b_ESA_Admin_Guide_chapter_01001.html?bookSearch=true