Source: How to Prove It, 2nd Ed by Velleman. $\mathcal{P}(...) =$ power set of ... & $A, B$ are any sets:
Ex 2.3.10: $\qquad \qquad \qquad \qquad \qquad \qquad \mathcal{P}(A \cap B) = \mathcal{P}(A) \cap \mathcal{P}(B)$
Ex 2.3.11 = Chartrand Ex 7.55: $ \qquad \qquad \color{ #0070FF}{\mathcal{P}(A \cup B)} \neq \color{green}{\mathcal{P}(A) \cup \mathcal{P}(B)}$
What are the intuitions? Where did your intuitions originate from? No proofs please.
I compassed to grok this by writing everything out explicitly.
For instance, for Ex 2.3.11, because $\color{ #0070FF}{\mathcal{P}(A \cup B) = \{\color{green}{subsets}, A \cup B\}}$,
but $\color{green}{\mathcal{P}(A) \cup \mathcal{P}(B) = \{subsets\}}$,
thus (UNintuitively) $\color{ #0070FF}{\mathcal{P}(A \cup B)} = \color{green}{\mathcal{P}(A) \cup \mathcal{P}(B)} \cup (A \cup B)$.
Intuitively $A\cap B$ is a subset of both $A$ and $B$. Hence the power set of $A\cap B$ must be in the power set of both $A$ and $B$, as the power set contains all subsets of a given set. If a set $X$ is in the intersection of the power set of $A$ and the power set of $B$ then all of the elements in $X$ are in $A$ and in $B$, i.e. in $A \cap B$. Without giving a mathematical proof (as requested) this is a good description as to why $\mathcal{P}(A\cap B) = \mathcal{P}(A) \cap \mathcal{P}(B)$.
To show that $\mathcal{P}(A\cup B) \neq \mathcal{P}(A) \cup \mathcal{P}(B)$ you can consider the case $A \not\subseteq B$ then $A \cup B$ will have more elements than $A$ and more elements than $B$. Hence the power set of $A \cup B$ will contain a set that has more elements than $A$ or $B$, whereas the power set of $A$ and $B$ individually cannot contain sets larger than themselves.
In your update you write
(UNintuitively) $\color{#0070FF}{\mathcal{P}(A \cup B)} = \color{green}{\mathcal{P}(A) \cup \mathcal{P}(B)} \cup (A \cup B)$.
which is not true. Consider the following counter example
$A = \{1\},\quad B = \{2,3\} \\ \mathcal{P}(A) = \{\emptyset, \{1\}\} \\ \mathcal{P}(B) = \{\emptyset, \{2\}, \{3\},\{2,3\}\} \\ \mathcal{P}(A) \cup \mathcal{P}(B) = \{\emptyset, \{1\},\{2\},\{3\},\{2,3\}\} \\ \mathcal{P}(A \cup B) = \{\emptyset, \{1\},\{2\},\{3\},\{1,2\},\{1,3\},\{2,3\},\{1,2,3\}\}$
which shows
$\mathcal{P}(A \cup B) \neq \mathcal{P}(A) \cup \mathcal{P}(B) \cup (A \cup B)$
The power set of $A \cup B$ is the power set of $A$ plus the power set of $B$ plus all the subsets of $A \cup B$ which are neither in $A$ nor $B$.