It helps to think about the scale not in terms of balancing two objects, but in terms of creating a weight difference between the two sides. (If you want to balance out an object, you simply put weights to make the appropriate weight difference.) For instance, you could put a 9 and a 1 on the right pan, and a 3 on the left. This makes a weight difference of $(9+1) - 3$, which is 7, and so you could weight a 7-pound object.
Now, let's look at what weight differences we can make. I'll always be calculating the difference as right minus left - so if the left side is heavier, the difference could be negative!
Step 1
Say we just have a 1-pound weight. What differences can we make? Well, we have only three options: we can put it on the right, leave it off, or put it on the left. So our possible differences are 1, 0, and -1.
(I've attached a digital readout to the scales - it measures the current weight difference and displays it at the base.)
Step 2
Now, what happens if we add in another weight - say, 5 pounds?No matter what we currently have on the scale, if we add the new weight on the right, the difference increases by 5. Similarly, if we add it on the left, the difference decreases by 5.
I'm going to mark all the differences we can get on a number line:
Step 3
Let's continue with this set - what if we added, say, a 20lb weight? After you try all the new combinations, you end up with this:
Huh, that's interesting... lemme just highlight some things...
Aha! And now it's clear what adding a new $k$-pound weight does - it copies your current pattern of accessible numbers, and pastes it centered at $k$ and $-k$.
You can even say this is what happened at the beginning, when we added our first weight! With no weights, your only accessible difference is 0; adding the 1-pound weight copied the ★ on the 0, and pasted it at -1 and 1.
And now, armed with this knowledge, we can see how the "powers of three" strategy works:
You start with a single ★ at 0. Then, you choose the next weight to be whatever will paste your copy at the appropriate offsets, so it just barely touches without overlapping. This means you're creating a "range" of accessible values that grows and grows, without ever having any missed numbers.
And what is this correct offset? Well, you want to shift your copy's left endpoint to match up with your current range's right endpoint -- so each time, you want to shift by exactly the length of your current range! And since you're tripling the size of your range each time, it's always a power of three.
Sidenote
This system is called "balanced ternary" - adding a new weight is just like adding a new digit in your representation of a number. In regular ternary, the place values [from right to left] are "1, 3, 9, 27...". Balanced ternary is similar, except the allowed digits are 1, 0, and -1 (often written "T").
It turns out the balanced ternary representation of a number tells us precisely how to place the weights in the pans! 1 means "right pan", 0 means "leave out", and T means "left pan" - for instance, the number 19 is written in balanced ternary as "$\underset{27}{1}\;\underset{9}{T}\;\underset{3}{0}\;\underset{1}1$". The digits tell us "place the 27-pound and 1-pound weights on the right pan, and the 9-pound weight on the left pan".