i agree with Lavinia that the intuition is the same as for green's theorem or the equivalent (plane) divergence theoem.
of course it all depends on your definition of "analytic". I presume the definition you are using is that the function has one derivative, which i call "holomorphic". with my definition of "analytic", which requires the function to have a local power series expansion everywhere, the theorem is more elementary, and closer to the one variable fundamental theorem of calculus. I.e. then it reduces to the fact that the function then has locally an antiderivative, hence the integral along an arc equals the difference of the values of the antiderivative at the end points. in particular if the endpoints are equal, the integral is zero. (this uses simple connectivity to decompose the loop of integration into small loops whose interiors lie in the domain.)
of course that's why the stronger theorem, that the integral is zero is also true just with assuming one derivative, is really useful. I.e. it implies the amazing result that assuming one derivative actually gives you not just infinitely many derivatives but also a local power series representation, i.e. gives you "analyticity" in my sense. If the theorem is truly to be considered intuitive, one might try to extend the intuition to understanding why assuming only one derivative actually gives you a power series.
of course there are other amazing subtleties in goursat's proof, which does not even assume the derivative is continuous, which is needed for the green's theorem argument.