It's pretty simple. Because he always reveals one of the wrong doors, AFTER you have chosen a door, choosing a wrong door to begin with means only the right one will remain when you make your switch. The only way you can win without switching is to pick the right door on the first attempt, which is a 1 in 3 chance. Switching, you win in any case in which you chose the wrong door to begin with, which is a 66% chance.
EDIT: More simply put, because the wrong door is removed only after your selection, you're not actually gambling between the remaining two doors, you're only gambling on your original choice. Switching, you're betting against your original choice, staying, you're betting on it.
EDIT 2: Electric Boogaloo: An even simpler way to think of this, consider what the switch is actually asking. By removing a wrong door, he is leaving you two possibilities for judging your first guess, right, and wrong. He's not actually giving you a new choice of doors here, he's just asking you if you think your first was right. Switch wins if my first guess was wrong, stay wins if my first guess was right. Because your first was just a blind guess on a 1 in 3 chance, it's most reasonable to bet against yourself.
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