In my case, the difference in intuitiveness is that I am used to things crushing because of weight/force but not because of pressure.
If you have a bottle of 1 kg of water and put it on a plank between two stools, what matters to know if the plank will break is the total weight (and torque) of the bottle and the surface of contact. The shape of the bottle is irrelevant.
When you have that image in mind and someone suddenly tells you that actually no, 1 kg of water on a 50 meters high column can actually break things 1kg of water in a bucket can't, it is very counterintuitive.
And the stack of pennies is really unhelpful I feel. Make an inverse pyramid with 1000 pennies, all of them resting on one at the bottom tip, or make a column of these, the force exerted on the bottom one will be the same. The force per area as well. Not so with water.
The difference is that the water molecules move until they find an equilibrium in which there is a gradient of pressure and where molecules push back in every direction equally. Pennies do not, they are content exerting "pressure" in a single direction