First, I'm always thinking of $k\geq 1$ and $n\geq 1$. With that in mind, the result is the following:
A topological group $G$ acts sharply $k$-transitively on $S^n$ iff $(n,k) \in \{(1,1), (1,2), (1,3), (2,3), (3,1), (3,2)\}.$
According to your link above, you cannot have a sharply $k$-transitive action for any $k\geq 4$, so we only need to understand what happens for small $k$.
To that end, recall that for a topological space $X$, the configuration space of ordered $k$-tuples in $X$ is the set $X^k\setminus \Delta$, where $\Delta = \{(x_1,...,x_k)\in X^k: x_i\neq x_j\text{ for any } i\neq j\}$. I'll write $C^k X$ for this space. Note that if $X$ is a smooth manifold, then $C^k X\subseteq X^k$ is an open subset, so is naturally a smooth manifold.
Proposition: A topological group $G$ acts sharply $k$-transitively on $S^n$ iff $C^k S^n$ has the structure of a Lie group.
Proof: A $G$-action on $S^n$ gives rise to a $G$-action on $C^k S^n$ by the formula $g\ast(x_1,...,x_k) = (g x_1 , ... g x_k)$. Then a sharply $k$-transitive action of $G$ on $S^n$ is obviously the same as a simply transitive action of $G$ on $C^k S^n$.
Now, if $C^k S^n$ is a Lie group, then taking $G = C^k S^n$, $G$ acts on itself simply transitively by left multiplication, so acts on $S^n$ sharply $k$-transitively.
Conversely, if the $G$-action is sharply $k$-transtiive, then fixing a point $p\in C^k S^n$, the map $G\rightarrow C^k S^n$ given by $g\mapsto g\ast p$ is a homeomorphism. Thus, $C^k S^n$ has a topological group structure. But $C^k S^n$ is locally Euclidean, so using the solution of Hilbert's 5th problem (due to Gleason, Montgomery, and Zippen), $C^k S^n$ is a Lie group. $\square$.
Now, if $k=1$, then $C^1 S^n = S^n$, and, as you said, this is only a Lie group when $n=1,3$.
For $k=2$, we have the following proposition.
Proposition: If $k=2$, then $n = 1$ or $n=3$. Conversely, there are sharply $2$-transitive actions of $\mathbb{R}\times S^1$ on $S^1$, and of $\mathbb{R}^3\times S^3$ on $S^3$.
Proof: The projection map onto the first factor $X^2\rightarrow X$ induces a map $C^2 X\rightarrow C^1 X$ which is a fiber bundle with fiber $X\setminus\{p\}$. When $X = S^n$, this shows that $C^2 S^n$ is an $\mathbb{R}^{n}$-bundle over $S^n$. In particular, $C^2 S^n$ deformation retracts onto $S^n$, and so, $H^n(C^2 S^n;\mathbb{Q})$ is the first non-trivial reduced cohomology group.
Now, every connected non-compact Lie group deformation retracts onto its maximal compact subgroup, and every compact Lie group of positive dimension has $H^1$ or $H^3$ non-trivial. In particular, since $H^n(C^2 S^n; \mathbb{Q})\neq 0$, $n=1$ or $n=3$.
For the converse, note that if $H$ is a Lie group, then $C^2 H$ is diffeomorphic to $(H\setminus\{e\}) \times H.$ Indeed, the map $(H\setminus\{e\})\times H\rightarrow C^2 H$ given by $(h_1, h_2)\mapsto (h_1 h_2, h_2)$ is a diffeomorphism. Thus, $C^2 S^1 \cong \mathbb{R}\times S^1$ and $C^2S^3\cong \mathbb{R}^3\times S^3$. Since both $\mathbb{R}\times S^1$ and $\mathbb{R}^3\times S^3$ are Lie groups, these Lie groups act sharply $2$-transitively on $S^1$ and $S^3$, by the first proposition. $\square$
Let's move onto the case $k=3$.
Proposition: The case $k=3$ arises iff $n\leq 2$.
First, assume $k=3$. The third projection map $S^n\times S^n\times S^n\rightarrow S^n$ gives rise to a map $C^3 S^n\rightarrow S^n$ which is a fiber bundle with fiber $C^2(S^n\setminus \{pt\})$. Since $S^n\setminus \{pt\}$ is diffeomorphic to $\mathbb{R}^n$, which is a Lie group, $C^2 (S^n\setminus \{pt\})$ is diffeomorphic to $(\mathbb{R}^n\setminus\{0\})\times \mathbb{R}^n$.
As $\mathbb{R}^n\setminus\{0\}$ deformation retracts to $S^{n-1}$, it follows that, up to homotopy, $C^3 S^n$ is a bundle over $S^n$ with fiber $S^{n-1}$. So, $H^{n-1}(C^3 S^n;\mathbb{Q})$ is the lowest non-trivial reduced rational cohomology group of $C^3 S^n$. By the proof of the second proposition, this implies that $n-1 \in \{0,1,3\}$, so $n\in \{1,2,4\}$. But, if $n=4$, then $H^4(C^3 S^4;\mathbb{Q})\cong \mathbb{Q}$, which contradicts that every Lie group has the rational cohomology ring of a product of odd dimensional spheres. Thus, $n=4$ cannot occur, so $n\in\{1,2\}$.
Conversely, we need to find examples of strictly $3$-transitive actions on $S^n$ for $n\neq 2$. You've already handled the case where $n=2$.
When $n=1$, $C^3 S^1 \cong S^1\times C^2 \mathbb{R}\cong S^1\times (\mathbb{R}\setminus\{0\})\times \mathbb{R}$. Since this is a Lie group (using multiplication on $\mathbb{R}\setminus \{0\})$, we are done by the first Proposition. $\square$