To play devil's advocate... given that manifolds are so general, wouldn't it be more surprising if natural data didn't form some lower dimensional manifold? That is, a manifold only requires some consistent notion of neighborhoods and a way to locally parameterize objects, which is a fairly low bar to pass, and perhaps trivial if you knock off one pixel in the case of images. Maybe the surprising point (which is not said explicitly) is that the manifold is very low dimensional compared to sensor data, but I suppose it's hard to formulate a hypothesis about the magnitude of the reduction besides it being "lower".