Explanation:

- Uttarakhand: Known for its mountainous terrain, Uttarakhand has been focusing on building infrastructure but is not the correct answer here.

- Himachal Pradesh: Similar to Uttarakhand in geography, Himachal Pradesh has also been advancing its rural connectivity but did not construct 3,300 km of roads under this scheme.

- Delhi: Being an urban center and Union Territory, Delhi does not focus on rural road development under the Pradhan Mantri Gram Sadak Yojana.

- Jammu and Kashmir: As a Union Territory with challenging terrains and remote areas, Jammu and Kashmir made significant progress by constructing 3,300 km of rural roads under the Pradhan Mantri Gram Sadak Yojana in 2020-21.