I think the following is sufficiently elementary: a transposition in $S_n$ is an element of order 2 commuting with at least $2(n-2)!$ elements of the group. But $A_{n+1}$ does not have such an element if $n$ is large enough. Indeed, if $\sigma\in A_{n+1}$ is of order 2, then it is a product of $k$ independent transpositions where $k$ is even and $2\le k\le(n+1)/2$. The number of elements of $A_{n+1}$ commuting with such $\sigma$ equals $2^{k-1}k!(n+1-2k)!$, and this is smaller than $2(n-2)!$ provided that $n\ge 6$.
Sergei Ivanov
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