I think the reason it's so hard to understand is that we try to break the problem down into more digestible problems, and in this case, if you only consider the
last stage of the game, it certainly seems like it should be 50:50 odds.
In other words, at the final round, you are presented with two doors. Ignore the fact that you already chose one, and assume you were starting at this point: you enter the game, see two doors, and need to pick the one you think hides a car. So intuitively, your odds of choosing which of two doors has the car are 1/2.
It's hard to really understand why it matters that the previous rounds occurred at all — why it matters how you narrowed the selection to these two doors. I don't think the 1000 door version makes that easier to understand, because the same thing is true there — if you come into a game, see two doors, and are asked to choose between them, it's very hard to understand why it matters whether in a previous round there were 2, 3, 10, or 1000 doors — there are only two now, when you make your choice.
In other words, at the final round, you are presented with two doors. Ignore the fact that you already chose one, and assume you were starting at this point: you enter the game, see two doors, and need to pick the one you think hides a car. So intuitively, your odds of choosing which of two doors has the car are 1/2.
It's hard to really understand why it matters that the previous rounds occurred at all — why it matters how you narrowed the selection to these two doors. I don't think the 1000 door version makes that easier to understand, because the same thing is true there — if you come into a game, see two doors, and are asked to choose between them, it's very hard to understand why it matters whether in a previous round there were 2, 3, 10, or 1000 doors — there are only two now, when you make your choice.