Explanation:

Ustad Bismillah Khan, the legendary Shehnai maestro, was awarded the Bharat Ratna, India's highest civilian honor, in 2001. Although born in Bihar, he spent the majority of his life and career in Varanasi, Uttar Pradesh, deeply associating himself with the state's cultural heritage and contributing immensely to Indian classical music. Birju Maharaj, a revered Kathak dancer from Lucknow, Uttar Pradesh, received the Padma Vibhushan but not the Bharat Ratna. Begum Akhtar, the 'Mallika-e-Ghazal' from Faizabad, Uttar Pradesh, was honored with the Padma Bhushan and Padma Vibhushan, but not the Bharat Ratna. Zohra Sehgal, an iconic actress and dancer from Saharanpur, Uttar Pradesh, also received the Padma Vibhushan, but not the Bharat Ratna. Therefore, Ustad Bismillah Khan is the only artist among the given options from Uttar Pradesh (by association) to have received the Bharat Ratna.