Step 1: Recall the major challenges in gene therapy.
Gene therapy faces several challenges, including:
\[
\boxed{
\begin{aligned}
&\text{Immune response against vectors}
&\text{Targeted delivery of therapeutic genes}
&\text{Ethical and safety concerns}
\end{aligned}
}
\]
Step 2: Identify the option that is not a challenge.
PCR amplification is a laboratory technique used to amplify DNA and is not considered a challenge in gene therapy.
Therefore,
\[
\boxed{(D)}
\]
is the correct answer.