Intuition as to why the orientation (of a 3D object) is not a conserved quantity?
It is because the moment of inertia is not a conserved quantity.
The statement that an isolated body can't change its position is more precisely the statement that an isolated body cannot change the position of its centre of mass. The position of the centre of mass, ${\bf R}$, is given by:
$$ {\bf R} = \frac{1}{M}\sum m_i {\bf r}_i $$
where $M$ is the total mass and the $m_i$ are the masses of the individual elements of our system. Mass is a conserved quantity, so all the masses in our equation are constants and if we differentiate with respect to time we get:
$$ \dot{\bf R} = \frac{1}{M}\sum m_i \dot{\bf r}_i = \frac{\bf P}{M} $$
where ${\bf P}$ is the total momentum. Since momentum is conserved the total momentum must be a constant and if we differentiate again we get $\ddot{\bf R} = 0$, so the acceleration of the centre of mass must always be zero.
Now let's try and apply the same argument to the angular equivalent of the centre of mass. By analogy with the centre of mass we can define a centre of angle as:
$$ \Theta = \frac{1}{I}\sum I_i \theta_i $$
The next step is to try and differentiate $\Theta$ twice with respect to time in the hope of obtaining $\ddot{\Theta} = 0$. The problem is that neither the total moment of inertia nor the moments of the individual elements are constants, but instead can be functions of time. In general our result will be:
$$ \ddot{\Theta} \ne 0 $$
which means that $\Theta$ is not a constant.
John correctly stated that this is possible because re-configuring our bodies allows us to change our moment of inertia, but not our mass.
As the question was about an intuitive explanation, consider adding a series of floating weights to get an analogous situation for translational motion:
The astronaut stretches their arms above the head, grabs a weight, moves it along their body and releases it at the waist. Doing this repeatedly will allow the astronaut to change their position.
In detail, starting with retracted arms in case of rotations and raised arms in case of translations:
\begin{array}{l|l} \textbf{rotation} & \textbf{translation} \\ \hline \text{spread your arms} & \text{pick up weight} \\ \text{to increase moment of inertia} & \text{to increase mass} \\ \hline \text{twist your body} & \text{lower arms} \\ \text{to change orientation} & \text{to move COM of body} \\ \hline \text{retract arms} & \text{drop weight} \\ \text{to decrease moment of inertia} & \text{to decrease mass} \\ \hline \text{untwist body to get back} & \text{raise arms to get back} \\ \text{into initial body configuration} & \text{into initial body configuration} \\ \end{array}
The last step will counter the rotation / forward motion, but as the moment of inertia / mass will be less than in step 2, there's a net change in orientation / position.
It seems helpful to consider an extremely simple scenario. Suppose an astronaut is floating near two balls of lead; in this case the closed system consists of the astronaut together with the balls. She can pull the balls together without changing the momentum or angular momentum of the system. She can then rotate them in the center with almost no change, and separate them again. If that little twist in the center bothers you, you can imagine that she instead has three lead bars, pulls them together so that one slips between the other two, and then pulls them apart along a different axis. The actual mechanics of human and cat motion are more complex, of course, but you can think of movements like raising and lowering the arms and swinging them forwards and backwards as essentially similar.
Imagine that your whole body is held rigid and straight except that you can swing your arms at your shoulders. Start with your arms at your sides. Now lift them up and forwards as though you were bumping a ball in volleyball, until they are perpendicular to your body. Your body will tilt forwards. Now pull your arms apart, to the left and right. You will again tilt forward. Finally, push your arms back down to your sides. You will not tilt at all, but will return to your original body shape, only tilted forwards relative to your original orientation.