There have been close calls on airliners too, where the crew got almost too stupid to reset the autopilot for a straight descent, which is just a couple of knob twists, and button pushes. Once you realize what the problem is and what the solution(s) are. Anyhow sometimes they, or somebody else on the radio, realizes what’s going on and the day is saved.
There are warning systems.
But they can have latent failures where the detector switch is stuck and the alarm never sounds. They’re kinda hard to test in full fidelity except by depressurizing the aircraft at altitude & seeing if they work. So failures may exist unnoticed for years in a particular jet. Until it’s needed and doesn’t work. Surprise!
Many ways for pilot emergency oxygen systems to appear to be at the ready yet fail upon attempted use. That’s another latent issue. Pre-flight testing can uncover some/most of those, but not everyone is as diligent about that as they might be. Post COVID it’s worse in some quarters. Bizjet owners, and hence pilots, are often very big on cost control. Proper oxygen testing on every single flight would mean replacing expensive oxygen bottles frequently. Testing occasionally (read “only at overhauls”) is much cheaper.
Small cabins depressurize very quickly when all air inputs fail or a hole develops. Airliners depressurize much more slowly under the same circumstance just because the total volume of air to leak out the same size hole is so much more. That can be the difference between 5 seconds and 30 seconds to get masks on and configured. Which is huge. Some bizjets, although not this particular flight, cruise much higher than airliners do. Which can cut the required reaction time down to zero or negative. Regulations require one pilot to wear oxygen continuously under those circumstances. I have no personal experience to suggest that’s routinely flouted, but if I was inclined to bet, I’d bet on flouting. Again that’s not relevant to this particular mishap, but extra-high altitude has been in other mishaps.
If an airplane never pressurizes, or pressurizes poorly, and the alarm never sounds or sounds late, there might only be a window of a couple of minutes while the airplane is climbing rapidly during which a pilot could notice they were feeling weird, recognize the implications, decide oxygen was the solution, and get it on & functioning. Any thought to troubleshoot the source of the problem, tell ATC, change altitude or anything else could easily use up 100% of the short remaining non-stupid time they had. Heck if by bad luck the problem matured just as they was busy with some routine piloting task, changing frequencies, updating the computer, or whatever, that might well have delayed recognition by more time than they had left. In this particular case with a single pilot with nobody else there to help, if he starts down the wrong path there’s nobody to correct him. In a two-person crew with this scenario sometimes one pilot goes for oxygen and the other doesn’t immediately . Until reminded by the example sitting next to them.
Lotta ways this gets bad and gets bad quickly. Failures are rare enough that there’s room for a lot of complacency. That complacency is utterly harmless until suddenly it’s utterly fatal.