It is not hard to show that $a+b \ | \ a^n + b^n$ for odd $n$.
(because $f(x) = x^n - b^n = (x-b)h(x)$ we have $a - b \ | \ a^n - b^n$, so $a - (-b) \ | \ a^n - (-1)^n b^n$)
Is there a nice interpretation of this fact? (Or if not for all odd $n$, at least for $n = 3$ or $n = 5$?)

As you mentioned in the last comment you may see $a^3+b^3=(a+b)(a^2-ab+b^2)$
You may have a general view of this as $a^n+b^n$ has always $(a+b)$ as a factor.
You can prove this by binomial expansion.