Actually my bad, I wrote the above in a hurry. n = 16 actually has solutions, namely:
(8, 1, 15, 10, 6, 3, 13, 12, 4, 5, 11, 14, 2, 7, 9, 16)
(16, 9, 7, 2, 14, 11, 5, 4, 12, 13, 3, 6, 10, 15, 1, 8)
n = 17 has the following solutions:
(17, 8, 1, 15, 10, 6, 3, 13, 12, 4, 5, 11, 14, 2, 7, 9, 16)
(16, 9, 7, 2, 14, 11, 5, 4, 12, 13, 3, 6, 10, 15, 1, 8, 17)
n = 18 to n = 22 have no solutions.
n = 23 has the following solutions:
(22, 3, 1, 8, 17, 19, 6, 10, 15, 21, 4, 12, 13, 23, 2, 14, 11, 5, 20, 16, 9, 7, 18)
(18, 7, 2, 23, 13, 12, 4, 21, 15, 10, 6, 19, 17, 8, 1, 3, 22, 14, 11, 5, 20, 16, 9)
(2, 23, 13, 12, 4, 21, 15, 10, 6, 19, 17, 8, 1, 3, 22, 14, 11, 5, 20, 16, 9, 7, 18)
(9, 16, 20, 5, 11, 14, 22, 3, 1, 8, 17, 19, 6, 10, 15, 21, 4, 12, 13, 23, 2, 7, 18)
(18, 7, 9, 16, 20, 5, 11, 14, 2, 23, 13, 12, 4, 21, 15, 10, 6, 19, 17, 8, 1, 3, 22)
(18, 7, 9, 16, 20, 5, 11, 14, 22, 3, 1, 8, 17, 19, 6, 10, 15, 21, 4, 12, 13, 23, 2)
There will always be an even number of solutions, obviously.
Looks mysterious
...
An observation is that for n close to 15, the solutions tend to reuse the existing solution for n = 15 in some way (here 16 is added at the end, and after that 17 is added at the beginning), which I guess makes sense heuristically. The pattern breaks down for n = 23 though, there are bits of the original solution e.g. (8, 1, 15) but overall it changes quite a bit.
This is actually an interesting and deep problem. I wonder if it's NP-complete :p (probably not, if we limit ourselves to inputs of the form {1, 2, 3, ..., n} there should be an efficient way to find solutions. wouldn't surprise me if the full generalization is NP-complete though)