I am fascinated by the proof that the general quintic equation isn't solvable in radicals. I have a basic understanding that it eventually boils down to showing that A5 is a simple group. I know that this can be proved by considering the sizes of its conjugacy classes but something about this is so unsatisfying to me.
So I guess my question is, why did the universe (or God, if you believe in one) decide that A5 would be simple, and not A4, or A3? What is the fundamental difference between A5 and A4? Or is this just a pointless question?
Since we're being heuristic anyway, it might be easier to think about $S_n$. The reason that $S_n$ doesn't want to have a lot of normal subgroups is that conjugation in $S_n$ moves stuff around violently and only preserves the thing it's forced to preserve: cycle decomposition.
So a subgroup is going to be normal iff it is a disjoint union of the set of all elements of a given cycle type. Heuristically, this is just not going to happen very much, since multiplication doesn't play well with cycle type decomposition and as soon as you get a transposition in your normal subgroup you have all of $S_n$.
The fact that even permutations multiply together to make even permutations forces a normal subgroup to exist, namely $A_n$. Otherwise you're going to need some coincidence that depends on $n$. For large $n$ there are no coincidences, but for $n=4$ we have the weird result that (products of two disjoint transpositions) are closed under mutiplication, something that manifestly stops happening when $n > 4$.