Yes, "almost entirely" is the problem -- it is too strong. To verify whether an answer choice is a necessary assumption, you can try “deny test”. Deny A, we get "In most major cities, air-pollution problems are not entirely caused by local industry." If so, will the original argument fall apart? Not necessarily so. If air-pollution problems are not entirely caused, but to a large extend caused, by local industry, then the original argument could still make sense. Therefore, A is not a necessary assumption of the original argument, and therefore is the right answer. | 
