The motive is that settlements price far more than the futures themselves: trade-at-settlement orders, swaps, physical contracts indexed to the futures settlement, and fund net asset values. Moving the settlement by a tick can be worth far more than the loss on the trades used to move it.
Regulators treat intent as the dividing line. Legitimate traders do execute at the close; what is charged is trading designed to distort the reference price rather than to acquire a position. The CFTC has brought numerous cases, and closing-range methodology exists partly to raise the cost of doing it.
Example: a firm holds swaps that pay off on the settlement of 5,000 contracts' worth of exposure. Spending $200,000 pushing the settlement one tick higher is profitable if the tick is worth $12.50 x 5,000 = $62,500 across a multi-day position — and is exactly the fact pattern enforcement looks for.
Related: closing-range, settlement-price, trade-at-settlement, market-manipulation, spoofing