Roughly speaking the problem is that mathematicians cannot come up with a meaningful definition of volume that applies to all sets of points (when I say cannot, I mean literally impossible, not just that they tried really hard then gave up). Instead, we have a definition that applies to a very large collection of sets of points, but not all of them.
Sets from that collection have a well defined volume, and any transformation which always leaves this unchanged is called volume preserving.
Sets from outside it, which the sets in the Banach Tarski paradox are, don't have a defined volume at all, and thus can interact with volume-preserving transformations in all sorts of weird ways.
I want to share the following explanations that I came across recently and which I enjoyed very much. I can't tell and don't suspect that they come close to an understanding of the original concepts but that they are so easy to grasp that it is worth the time if you don't already studied the extended formal versions of those concepts. In other words, by reading the following explanations your grasp of the matter will be less wrong than before but not necessarily correct.
World's shortest explanation of Gödel's theorem
by Raymond Smullyan, '5000 BC and Other Philosophical Fantasies' via Mark Dominus (ask me for the PDF of the book)
Mark Dominus further writes,
The Banach-Tarski Paradox
by MarkCC