I'll post my two cents worth.

The question asks "How many types of DML triggers in SQL are present? (DML - Data Modification Language)" - it doesn't ask "How many types of pure DML triggers in SQL are present? (DML - Data Modification Language)".

Since CLR is present in the DML language the correct answer based on the way the question is written is three.

The answer given makes a qualification that is not in the question - That is the worst kind of trick question I can imagine.