In this answer, it is stated
It has actually been shown (by Canetti, Goldreich and Halevi) that random oracles cannot exist "in all generality" in the following sense: it is possible to build pathological signature and asymmetric encryption schemes, which are secure when they internally use a random oracle, but which are insecure whenever an actual computable function is used instead of the mythical gnome-in-the-box.
I tried reading the actual paper but I am quite lost. Is there some intuition/simple example that one can provide for a cryptographic task that is secure if random oracles exist but fails when one uses a computable function instead of the random oracle?