This is a Question about Intuition , without using Euler (cis) or other trigonometric calculations & formulas.
Here is my Intuitive way to look at it :
(1) Consider $A = e^{ai}$ (where $A$ is Imaginary) & $B = e^{bi}$
Assumption : Let us say that when Exponent is Imaginary , we expect "output" to be Imaginary , with no real Part.
We will see that this Assumption will not work out & will give Contradictions.
Let us multiply the Imaginary values $A$ & $B$ to get $C=e^{(a+b)i}$
According to our assumption , $C$ must also be Imaginary , having no real Part. BUT the Product of 2 Imaginary numbers ($A$ & $B$) must be real ! Contradiction with our Assumption !
(2) We get Same Conclusion (Same Contradiction) when we try with $A \cdot A = A^2 = e^{2ai}$ , which must be real.
(3) More-over , when we consider $D = \sqrt{A} = e^{ai/2}$ , we see that $D$ can not be Imaginary (because $D^2 = A$ must be Imaginary) & $D$ can not be real (because $D^2 = A$ must be Imaginary) : Hence we are Compelled to the Conclusion that $D$ must be Complex ! It must have Imaginary Part as well as real Part !
(4) Lastly , we can check $E = e^{axi}$ where $x$ varies from $1$ to $2$.
We assumed that $x = 1$ will give Imaginary "output". We saw that $x = 2$ will give real "output" earlier.
When we consider intermediate values for $x$ (Eg $1.0001$ , $1.1$ , $1.5$ , $1.9$ , $1.9999$ ) , we will realize that the "output" $E$ can not "Discontinuously" jump from Imaginary to real : It must move through Complex Numbers.
(5) When we see that we have alternating values :
$e^{1ai}$ (Im)
$e^{2ai}$ (Im $\times$ Im = real)
$e^{3ai}$ (Im $\times$ Im $\times$ Im = Im)
$e^{4ai}$ (Im $\times$ Im $\times$ Im $\times$ Im = real)
$e^{5ai}$ (Im $\times$ Im $\times$ Im $\times$ Im $\times$ Im = Im)
$e^{6ai}$ (Im $\times$ Im $\times$ Im $\times$ Im $\times$ Im $\times$ Im = real)
$e^{7ai}$
$e^{8ai}$
$e^{9ai}$
We will realise that this must be a Periodic function !
[[ Initially , when we assumed $A = e^{ai}$ was Imaginary , we made it something like $a=\pi/2$ , which will make all the other calculations give the alternating values , though we require the Euler (cis) formula to more know about that : It is not immediately necessary to get into that. The Intuition given here will not require that calculation ]]