Said another way, the REALITY of where the car is doesn't change so the odds MUST CHANGE in light of the new information.
Imagine that Monty had decided in advance to only have two doors, and that he removes the door he would have opened before the contestant even arrives at the studio. Let's also say that the contest decided before he arrived that he was going to choose door one. Does it really make sense that his change of being right in the two door choice is one third?
Math is a tool to deal with reality. Reality must not be made to submit to the tool's formalisms.