**Core Concept**
Pulmonary hypertension (PH) is a complex disease characterized by elevated pulmonary artery pressure, leading to right ventricular failure. Histological examination of lung tissue can reveal various features that contribute to the development and progression of PH. Understanding these features is crucial for accurate diagnosis and management.

**Why the Correct Answer is Right**
Histological features of pulmonary hypertension include changes in the small pulmonary arteries and arterioles, such as thickening of the arterial walls (**Option E: Arterial wall thicken**). This thickening is due to the proliferation of smooth muscle cells and the deposition of extracellular matrix, leading to increased vascular resistance. Additionally, **Option D: Vaso-occlusive disease** is a characteristic feature of PH, where thrombi form in the small pulmonary arteries, further contributing to increased vascular resistance.

**Why Each Wrong Option is Incorrect**
**Option A:** Capillaritis of alveolar septa is a characteristic feature of idiopathic pulmonary fibrosis (IPF), not pulmonary hypertension. It involves the inflammation of the alveolar septa and is associated with IPF's pathophysiology.

**Option B:** Saddle thrombi in the pulmonary trunk are typically seen in pulmonary embolism, not pulmonary hypertension. While pulmonary embolism can lead to pulmonary hypertension, the two are distinct entities.

**Option C:** Thrombi in the pulmonary vasculature are also seen in pulmonary embolism, similar to **Option B**. While thrombi can form in the pulmonary vasculature in PH, the characteristic feature is the thickening of the arterial walls, not the presence of thrombi.

**Clinical Pearl / High-Yield Fact**
When examining lung tissue in cases of suspected pulmonary hypertension, it is essential to look for the characteristic thickening of the small pulmonary arteries and arterioles, rather than just thrombi or inflammation. This distinction is critical for accurate diagnosis and management.

**Correct Answer: E. Arterial wall thicken**