"The trouble is" is the only answer that makes sense. The first sentence is praise. The second sentence takes away some of the praise. Of the four connectors, the other three would only be used to add to the praise. It seems to me that it might be more grammatically correct to say "The trouble is that..." And if you are going to say "The trouble is," I think there should be a comma after "is:" "The trouble is that you can't hear the words because the music is too loud." "The trouble is, you can't hear the words because the music is too loud." So in a very strict sense, "The trouble is" is not a perfectly correct answer. However, the other three are much worse.

'The trouble is' is the only answer that makes sense. There is an error in the test.

The best word to fill in the blank is "but". Unfortunately, that choice is not offered. If forced to accept one of the given choices, my first choice would be "the trouble is" and my second would be "in fact". "In fact" can occasionally be used as an emphatic way of saying "but" though it would be better to say "Sad fact is that you can't hear the words...".

I found the test you are using and it is you how have made a mistake. Or else someone is copying the test and they made a mistake. the correct answer is (a) "The trouble is" copy and past this link into google and scroll all the way down to the bottom of the page to see what I am talking about. https://www.hueber.de/shared/elka/Internet_Muster/Elka2/3-19-002667-X.Muster_1.pdf

Please submit the full test page or at least the title headings, so that we can see which grammar point is being taught. The answer if not "the trouble is" may be "in fact"? or it could be a mistake on the test it is more common than you think.