If you think that the profitability (what little there is left) of HFT is due to maliciously manipulating the time of customer order submissions than your understanding of how this system works is flawed.
Here are some ways it happens:
1. A broker-dealer has client orders in its possession and trades ahead of them (classic front running)
2. A hedge fund with 2 portfolios trading correlated signals, one faster than the other (the Medallion-RIEF hypothesis)
3. Anticipate retails flows using behavioral advertising data or network intercepts from a statistically meaningful population (the Robintrack model)
There are more, but they all share the same flavour. I wonder if Robinhood is sending retail orders to anyone running strategy 3.