The short answer is "because you are considering $\mathbb{C}$ and $\mathbb{R}[\epsilon]$ them with different structure", which is an artificial choice.
Maybe to illustrate the point : If I want to work with $\mathbb{Q}[\sqrt{2}]$ would you consider that I can tell $\sqrt{2}$ and $-\sqrt{2}$ appartapart ? I'm not sure you can come up with an an argument for one answer over the other everybody would agree on.
Whether you can distinguish or not these depends on the type of structure you include. As you pointed out, "algebraically" - that is only using the ring structure - you can't distinguish $\epsilon$ and $-\epsilon$, to distinguish them you added new structure, for example the lexicographical order on $\mathbb{R}[\epsilon]$, or the way it acts differentiable functions can be evaluated on dual numbers.
Similarly, If you only consider $\mathbb{C}$ as a fieldsfield, then you can't distinguishesdistinguish between $i$ and $-i$ because there is a field automorphism exchanging them, but you could add structure on $\mathbb{C}$ that would allow to distinguishesdistinguish them. For example, one could completely arbitraryarbitrarily consider $\mathbb{C}$ as a field with a marked element "i", or put a "lexicographical order" on it, so that $i> -i$.; that would make $i$ and $-i$ distinguishesdistinguished. Of course thesethis structure areis not very interesting, so you don't want to do this, and most people will not accept this as an answer.
But what about the structure of "being oriented" as a 2-dimensional real vector space (in addition ofto its field structure) ? That's a structure on the complex numbernumbers that I would consider relevant, especially if you are using complex numbernumbers to do geometry, and that allowallows to distinguishes betweendistinguish between $i$ and $-i$.
andAnd on the contrary, if you consider $\mathbb{C}$ with less structure, for example as just a real vector space, thanthen you can't tell $i$ and $-i$ appartapart but, you can't tell $i$ and $2i$ or $2i+3$ appartapart either.
For the question of $\mathbb{Q}[\sqrt{2}]$ the answer could dependsdepend on whether you are considering it as a field or as an ordered field.
So at the end of the day, the only question is whether you would consider that a certain structure that could be used to distinguish two (or more) elements is relevant or not. And that's a purely "sociological" question that havehas nothing to do with the mathematics, only with what we chose to consider relevant or not.