The geometry follows from their definitions.
In spherical coordinates, you are just imagining you are at the origin of the coordinate system and you locate a particular position by how much you must turn to look at it and how far away it is. This is actually how you would naturally look for things IRL.
By comparison, in rectangular coords you are figuring how far you have to go in each direction of an artificial grid to reach the position.
By definition - a sphere is the set of all points in 3D that are a fixed distance from a reference point. The reference point is called the center of the sphere and the fixed distance is called the radius of the sphere.
In spherical coords, therefore, if you are at the center, the distance to any point on the surface is going to be fixed at the radius of the sphere. (If we don't put the origin of the coordinate system at the center of the sphere, then the r component will vary.)
You'll find a similar thing when you consider other shapes.
Start with the definition of a cone, and figure out how far away the surface is for someone sitting at the apex.
Everyone pretty much gets used to these things by sketching the situation.