The MathWorld article on Hamiltonian decomposition gives the following examples of regular graphs which are Hamiltonian but not Hamiltonian decomposable:
All of these happen to be $4$-regular, which would probably be disappointing to someone who was looking for a different kind of example, but is exactly what you are looking for.
In the first four examples, it is easy to see why thy are not Hamiltonian decomposable: there are two parts connected by only two edges, and once a single Hamiltonian cycle is removed, they become disconnected. The last two examples don't have this property, so they are not Hamiltonian decomposeable for some other, subtler reason.
The MathWorld article on Hamiltonian decomposition gives the following examples of regular graphs which are Hamiltonian but not Hamiltonian decomposable:
All of these happen to be $4$-regular, which would probably be disappointing to someone who was looking for a different kind of example, but is exactly what you are looking for.
In the first four examples, it is easy to see why thy are not Hamiltonian decomposable: there are two parts connected by only two edges, and once a single Hamiltonian cycle is removed, they become disconnected. The last two examples don't have this property, so they are not Hamiltonian decomposeable for some other, subtler reason.