Spacetime interval in one co-ordinate system is given by : $$g_{\mu \nu} dx^{\mu} dx^{\nu} \tag{1}$$ $dx$ is some infinitesimal displacement vector between two events.
Spacetime interval after a change of co-ordinate system is give by the algorithm : Change the basis of the matrix $g_{\mu \nu}$, Change the basis of the vector $dx^{\mu}$, and then calculate the same quantity as in $(1)$.
So of course a change of basis leaves the spacetime interval invariant. This is a purely mathematical fact.
What's the physical content here? I understand the physical content of spacetime interval in $SR$, because there the four components of $dx^{\mu}$ refer to actual space and time measurements using clocks and sticks.
In GR however, $dx^{u}$ is more abstract as the four indices don't refer to space and time measurements but to generalised co-ordinates....
In fact, even if we assume that the four indices of $dx^{\mu}$ in GR refer to actual spacetime-measurements by an observer, then a "change to another generalised co-ordinate system" need not mean a "change to another physical situation". Let me explain.
Suppose a GR observer measures $dx^{\mu}={dt, dx, dy, dz}$ using sticks and clocks, and calculates $(1)$. Then we switch to another co-ordinate system : $(dt, r, \theta, \phi)$, and then we calculate $(1)$ again and find it to be invariant. But this is no surprise as the change of co-ordinates was purely mathematical. The "new co-ordinates" refer to the same observer using different variables to parametrise spacetime.
In SR, the invariance of $(1)$ relates spacetime measurements made by observers in two different physical situations. In GR, this isn't the case either.