One possible way to see this is to provide a model of "truth values" such that intuitionistic logical proofs translate to statements which are true in that model, but $A \to \lnot \lnot A$ is not true in this model.
One such model is to take truth values to be open subsets of $\mathbb{R}$, with $\top := \mathbb{R}$, $\bot := \emptyset$, $U \wedge V := U \cap V$, $U \vee V := U \cup V$, $\lnot U := \operatorname{int}(U^c)$, $U \rightarrow V := \operatorname{int}(U^c \cup V)$. Then it is possible to prove by structural induction on the proof that whenever $p_1, \ldots, p_n \vdash q$ in natural deduction without reductio ad absurdum ($ND - RAA$), then for any assignment $\mathfrak{U}$ of open subsets of $\mathbb{R}$ to atomic variables, we have $p_1(\mathfrak{U}) \cap \cdots \cap p_n(\mathfrak{U}) \subseteq q(\mathfrak{U})$. On the other hand, if you choose an assignment where an atomic variable $A$ gets mapped to $\mathbb{R} \setminus \{ 0 \}$, then $\lnot A \mapsto \emptyset$, $\lnot \lnot A \mapsto \mathbb{R}$, $(\lnot \lnot A \rightarrow A) \mapsto \mathbb{R} \setminus \{ 0 \}$. Since $\mathbb{R} \not\subseteq \mathbb{R} \setminus \{ 0 \}$, this implies that $\not\vdash (\lnot \lnot A \rightarrow A)$ in $ND - RAA$.
You can look up the theory of Heyting algebras for more on this interpretation of intuitionstic logic. Another example of a Heyting algebra which is not a Boolean algebra is the lattice $\{ 0, \frac{1}{2}, 1 \}$ with an appropriate choice of $\rightarrow$ operation; this example has the advantage that it doesn't depend heavily on set-theoretic or topological constructions as the other one, but I personally find it less intuitive to work with. Other examples that are easy to prove using this formulation: $\not\vdash (A \vee \lnot A)$, and $\not\vdash (\lnot(A \wedge B) \rightarrow \lnot A \vee \lnot B)$.
Another completely different approach is through the theory of sequent calculus. Essentially, the idea here is that any proof in $ND - RAA$ can be "simplified" to a "normal form" in which there isn't any redundancy or "cleverness" left in the proof. Here "cleverness" mostly refers to the use of the cut rule:
\begin{align*}
\Gamma & \vdash P \\
P, \Gamma & \vdash Q \\ \hline
\Gamma & \vdash Q
\end{align*}
where $P$ is a cleverly chosen intermediate step that clarifies the proof. So, in the end, you get a proof with severely restricted possibilities, and from these restrictions you can conclude that certain things can't be proved at all.
Moreover, there are variants of the sequent calculus which lend themselves to a totally automated proof search, which give the result that there is a mechanical decision procedure which decides for each formulas $p_1, \ldots, p_n, q$ whether or not $p_1, \ldots, p_n \vdash q$ in $ND - RAA$.
Another interesting application is that it makes it easy to prove: if $p \vee q$ is a tautology in $ND - RAA$, then either $p$ or $q$ is a tautology in $ND - RAA$. Which is a surprising result at first, given that $A \vee \lnot A$ is a tautology in $ND + RAA$ whereas obviously neither $A$ nor $\lnot A$ is a tautology in $ND + RAA$.