How to respond to a perplexing review?
In my view:

Option 1 is fine. You are not required to do what a reviewer asks - if you choose not to do so you just need to explain why.

Option 2 is not a good idea. You are required to respond to every comment made by a reviewer, regardless if you agree or disagree.

Option 3 is also fine. This may be the safest bet - I am guessing you could probably even add a single sentence and the reviewer will almost certainly say its fine.

Probably both 1 and 3 are ok and will get you past this reviewer. You can also go for a combined strategy like: "We feel this claim is backed up and discussed at length in section IV. Nevertheless, we have edited the manuscript to improve the clarity of the discussion on this point."