An elementary oracle query
A $\mathsf{P^{NP}}$ machine can solve $\mathsf{coNP}$ problems: it can query an $\mathsf{NP}$ oracle, and then return the opposite answer. This is not something that you can obviously simulate with an $\mathsf{NP}$ machine.

More concretely, you can construct $\mathsf{P^{NP}}$ machine which gets a formula as input, accepts if the formula is unsatisfiable, and rejects if the formula is satisfiable. How would you implement this as an $\mathsf{NP}$ machine? We only know how to construct witnesses for satisfiability (namely: a truth assignment), but not for unsatisfiability.