Most exchanges do not reveal counter-party information smaller than the broker level. So you wouldn't know just from looking at market activity the same person causing the large futures move was also taking large options positions.
The pattern was exploitable only on the specific days that Jane Street was allegedly manipulating. How would you have figured out, without counterparty information and before noisy sales start dragging down the index, that day X is a manipulation day?
How would you have identified that there's even such a thing as a manipulation day? Do you have a model that tells you the objectively correct number of days a non-manipulated index should be lower at close?
Usually, everyone does do that, which is why only hard-to-detect patterns remain profitable. Not something obvious like "buy options in the morning and sell in the evening" as in this example.
But maybe Jane Street only traded like this on some days, so you would need to know whether they had done so before you could hope to exploit them.
