You are right that most place and cancel orders rapidly, but that isn't necessarily spoofing, which requires some intentionality. For example, Nasdaq even has an order type that auto-adjusts itself such that it will never execute, but it was mainly created to help market-makers dodge quoting requirements, not to enable spoofing.

In symbols where they are a registered market-maker, market-makers are supposed to be obligated to make a market in the symbol. In exchange they get several regulatory benefits, like being able to naked short a stock (sell it without even locating/borrowing the shares).

In practice most automated market-makers used to just put out bogus quotes they never expected to fill at $0.1/$1000000.0 bid/ask. The SEC tried to regulate this and say you had to really be making a market and put your quotes within X% of the current bid/ask. Market-makers started automatically cancelling and replacing at exactly X% away, but that was too much for them. So they had Nasdaq create an order type that automatically cancels itself and replaces it X% away from the bid/ask anytime the NBBO changes.

What they are doing in that example is completely wrong, but not analogous to what the guy in this article was allegedly doing (this guy put his quotes near the money to make fake interest, market-makers put theirs as far away from the money as possible to be fake market-makers and get regulatory benefits like naked shorting in exchange, their orders don't appear like real buy/sell interest in the same way this guy's allegedly did).

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The author of the article tries to distance algorithmic-HFT from this guy operated, to cleanse its name, but come one:

    Sarao may have been a spoofer, but he doesn't seem to
    have been doing the sort of high-speed algorithmic
    trading that usually qualifies as "HFT." He himself 
    claimed to be "'an old school point and click prop 
    trader' who had 'always been good with reflexes and
    doing things quick,'" and the "Layering Algorithm"
    that he used was a customized version of "a program
    that allowed non-programmers to engage in automated
    trading using spreadsheet commands and functions." He
    was also the sole owner and employee of his trading
    firm, which he "operated from his residence." In style
    and substance he is not all that different from other
    spoofers we have known and loved, who did their high
    speed trading by just punching keys really fast.

In style and point-and-click background maybe he wasn't a goliath HFT operation, but in substance, spreadsheet automated trading at faster than human speeds, he definitely was.

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If the charges hold up, they will have been able to convict this guy because of evidence of intentionality (the emails to his FCM). But with trading strategies now starting to delve into modern deep-learning techniques, we're probably going to start seeing algorithms learn to spoof from a blank slate. The only way to tell if one of these algorithms is really intending to buy or sell or is spoofing would be to reverse engineer something rather inscrutable... And is it the author's intentionality or the algorithm's we're really concerned with? Likely we'll end up holding things to some gamable metrics that will do about as good a job as the market-maker quoting requirements do in assuring market-maker algorithms are providing liquidity.