Well, hmmm, my take on this is: it was quite accidental and fortunate that SO(2,4) was found as a symmetry group of L=-1/4 F:F. I haven't read the original article, but L was actually built to accommodate the Lorentz (and more generally the Poincare) symmetry of electromagnetism.
Actually, some people tend to do it the other way around and find it natural: assume the symmetry (how ?) and from it derive the equations of motion and eventually derive the simplest Lagrangian (density) satisfying the symmetries and leading to the equations of motion.
So to give you an answer, if you have the Lagrangian, then you already know the symmetries. At least most of them.