As I understand, the idea of Dedekind domains is motivated by the wish to factorize ideals into prime ideals. Dedekind rings are supposed to:
be noetherian, which makes sense because that ensures that the factorization is finite;
have every prime ideal to be a maximal ideal, which makes sense because we want to factorize into prime ideals, so they need to be "very" big.
integral closed.
Can anybody give me an intuitive idea about why we need that property?

Integral closure is needed to get factorization of ideals into products of prime ideals.
Consider the ring $R=k[t^2,t^3]$ where $k$ is some field and $t$ is an indeterminate. The ideal $P=(t^2,t^3)$ is prime, it consists of those polynomials in $R$ that vanish at $t=0$. It is also a maximal ideal because $R/P\simeq k$ is a field.
We see that the ideal $I=(t^3,t^4)$ is contained in $P$. Yet it is not any power of $P$ either ($P^2=(t^4,t^5)$ is already a proper subset of $I$). It follows easily that $I$ is not a product of prime ideals of $R$.
Of course, moving to the integral closure $\overline{R}=k[t]$ in the field of fractions of $R$ fixes this problem. Then the relevant prime ideal is $\mathfrak{p}=(t)$ and both $(t^2,t^3)=(t^2)$ and $(t^3,t^4)=(t^3)$ become powers of $\mathfrak{p}$.
Similar things happen with non-maximal orders of number fields.
(Extras) I used the ring $R$ as an example because it lets me point out the following connection. Namely, the ring $R$ is isomorphic to the coordinate ring $\Gamma(C)$ of the plane curve $C:y^2=x^3$, $$\Gamma(C)=k[x,y]/(y^2-x^3),$$ the isomorphism given by $y\mapsto t^3$, $x\mapsto t^2$. Here the integral non-closure shows up geometrically in the cusp at the origin $O=(0,0)$. By calculating the partial derivatives of $y^2-x^3$ at the origin you see that the origin is not a smooth point (= a point where implicit function theorem can be applied). It is a fact that a plane curve defined by a polynomial equation has no singular points if and only if its coordinate ring is integrally closed (when it becomes a Dedekind domain).