The coagulation of an egg on heating is because of Option A: Denaturation of protein occurs. When an egg is heated, the proteins in the egg (primarily albumins) undergo denaturation. This process involves the structural alteration of the protein molecules without breaking the peptide bonds that hold the amino acid sequences together. Denaturation causes the proteins to unfold and then aggregate into a new, solid structure, which is what you observe as the egg white and yolk changing from liquid to solid. This change is principally caused by the disruption of non-covalent bonds in the protein, such as hydrogen bonds, ionic bonds, and hydrophobic interactions.

Option B is incorrect because the biological property of the protein does indeed change during the process. The protein in its denatured (coagulated) form does not function in the same way as it did in its native form.

Option C is also incorrect because the primary structure of the protein, defined by its amino acid sequence linked by peptide bonds, remains unaltered during denaturation. The process does not involve the breaking of these peptide linkages.

Lastly, Option D is incorrect because the secondary structure of the protein, which includes α-helices and β-pleated sheets formed by hydrogen bonding, typically undergoes significant alteration during denaturation, contributing to the observable change in the egg's texture.