because authorities either don't understatnd what they are doing or don't have the time to monitor them 24/7.  Sometimes market makers put large ask to "Cap" the price when they want to accumulate more shares.  Other times, they put large bids to give you the allusion that the share price is about to take off to keep 200 shareholders at arms lenght as an exchange requirement.

I have been watching AEE and LNG, it is obvious what was going on, almost predictable...