Intuition for a relationship between volume and surface area of an $n$-sphere
There is a very simple geometric explanation for the fact that the constant of proportionality is 1 for the sphere's radius and the cube's half-width. In fact, this relationship also lets you define a sensible notion of a "half-width" of an arbitrary $n$-dimensional shape.
Pick an arbitrary shape and a point $O$ inside it. Suppose you enlarge the shape by a factor $\alpha \ll 1$ keeping $O$ fixed. Each surface element with area $dA$ at a position $\vec r$ relative to $O$ gets extruded into an approximate prism shape with base area $dA$ and offset $\alpha \vec r$. The corresponding additional volume is $\alpha \vec r\cdot \vec n dA$, where $\vec n$ is the normal vector at the surface element.
Now the quantity $\vec r \cdot \vec n$, call it the projected distance, has a natural geometric interpretation. It is simply the distance between $O$ and the tangent plane at the surface element. (Observe that for a sphere with $O$ at the center, it is always equal to the radius, and for a cube with $O$ at the center, it is always equal to the distance from the center to any face.)
Let $\hat r = A^{-1} \int \vec r \cdot \vec n dA$ be the mean projected distance over the surface of the shape. Then the change in volume by a scaling of $\alpha$ is simply $\delta V = \alpha \int \vec r\cdot \vec n dA = \alpha \hat r A$. In other words, a change of $\alpha \hat r$ in $\hat r$ corresponds to a changed of $\alpha \hat r A$ in $V$. So if you use $\hat r$ as the measure of the size of a shape, you find that $dV/d\hat r = A$. And since $\hat r$ equals the radius of a sphere and the half-width of a cube, the observation in question follows. This also implies the distance-to-face measure for regular polytopes that user9325 mentioned, but generalizes to other polytopes and curved shapes. (I'm not completely happy with the definition of $\hat r$ because it's not obvious that it is independent of the choice of $O$. If someone can see a more natural definition, please let me know.)
Some remarks:
It is not necessary to regard solids that generalize to $n$ dimensions, so one can start with shapes in 2 dimensions.
It is very natural to always use a radius-type parameter to scale the figure because the intuition is that the figure gets growth rings that have the size of the surface.
Unfortunately, the property is no longer true if you replace a square with a rectangle or a circle with an ellipse.
For a regular polygon, you can always take as parameter the distance to an edge. This will work similarly for Platonic solids or any polygons/polyhedra that contain a point that is equidistant to all faces.
This argument does not look good for general curves, because intuitively the edges of a smooth curve are infinitesimally small, so the center should be equidistant to all points, but of course, we could identify cases where the changing thickness of the growth ring averages out.