Step 1: Recall the relationship between $\Delta H$ and $\Delta U$.
$\Delta H = \Delta U + \Delta (PV) = \Delta U + RT \Delta n_g$
Step 2: Apply the condition $\Delta H = \Delta U$.
If $\Delta H = \Delta U$, then $RT \Delta n_g = 0$.
Since $R$ and $T$ are generally non-zero, $\Delta n_g = 0$.
Step 3: Interpret $\Delta n_g = 0$.
$\Delta n_g = 0$ means there is no change in the number of moles of gaseous species in the reaction.
Step 4: Evaluate the options.
The equality $\Delta H = \Delta U$ implies $\Delta n_g = 0$. Option 4 states $\Delta n = 0$, which refers to the change in the number of moles of gaseous species. The condition of constant pressure is typical for measuring enthalpy changes, and the equality holds when $\Delta n_g = 0$.
Thus, the correct statement is $ \boxed{\Delta n = 0, at constant pressure} $.