The obvious question is actually the converse: assume all even moments of the distance are integers - does it follow that S^(n-1) is a group (hence n=1, 2 or 4)?
Take the formula in the article for the 4th moment of the d-dimensional sphere, which is always a rational number. Basically, for n=2^k, the denominator should be divisible by a larger power of two than the numerator (specifically, if I crunched the numbers right, the gap should be k-2). When n is not a power of two, then for any odd prime p dividing n, I believe the denominator should be divisible by a larger power of p than the numerator. This requires calculating exactly how many powers of p divide various factorial expressions, but you get the idea.