This isn’t quite a bijective proof in the usual sense, since one of the quantities involved can be negative. However, it uses a bijection to reduce the problem to a very simple counting problem, so I think that it qualifies. I’ve left the final step to you.
Let $$E_n=\{\langle\pi,\sigma\rangle:\pi\text{ is an even permutation of }n\text{ and }\sigma\text{ is a cycle of }\pi\}$$ and $$O_n=\{\langle\pi,\sigma\rangle:\pi\text{ is an odd permutation of }n\text{ and }\sigma\text{ is a cycle of }\pi\}\;;$$ we want to show that $|E_n|-|O_n|=(-1)^n(n-2)!$.
Let $E_n^*=\{\langle\pi,\sigma\rangle\in E_n:|\sigma|\le n-2\}$ and $O_n^*=\{\langle\pi,\sigma\rangle\in O_n:|\sigma|\le n-2\}$. For any $p=\langle\pi,\sigma\rangle\in E_n^*\cup O_n^*$ let $i_p$ and $j_p$ be the two smallest elements of $[n]$ not in $\sigma$, and define
$$f_n\big(\langle\pi,\sigma\rangle\big)=\big\langle\pi(i_pj_p),\sigma\big\rangle\;.$$
then $f_n$ is an involution on $E_n^*\cup O_n^*$ mapping $E_n^*$ to $O_n^*$ (and vice versa), and $|E_n^*|=|O_n^*|$, so we need only show that $|E_n\setminus E_n^*|-|O_n\setminus O_n^*|=(-1)^n(n-2)!$. Let $E_n^{**}=E_n\setminus E_n^*$ and $O_n^{**}=O_n\setminus O_n^*$.
The members of $E_n^{**}\cup O_n^{**}$ are the $\langle\pi,\sigma\rangle\in E_n\cup O_n$ such that $\sigma$ is an $n$-cycle or an $(n-1)$-cycle, and in each case we must have $\pi=\sigma$. Thus,
$$E_n^{**}\cup O_n^{**}=\{\langle\sigma,\sigma\rangle:\sigma\text{ is a cycle of length }n\text{ or }n-1\}\;.$$
Now just count the $n$-cycles and $(n-1)$-cycles, categorize them as even or odd, and do a little arithmetic, and you’ll find that indeed $|E_n^{**}|-|O_n^{**}|=(-1)^n(n-2)!$.
Added: I forgot to mention that this answer combines an idea from this answer of mine with a comment on that answer by joriki.