The Lie derivative is the change in the components of a tensor under an infinitesimal diffeomorphism. It seems that this definition does not depend on the metric: $$ \mathcal{L}_X T^{\mu_1...\mu_p}_{\nu_1...\nu_q}= X^\lambda \partial_\lambda T^{\mu_1...\mu_p}_{\nu_1...\nu_q} - X^{\mu_1}\partial_\lambda T^{\lambda \mu_2...\mu_p}_{\nu_1...\nu_q} + {\rm upper\,indices} + X^\lambda\partial_{\nu_1}T^{\mu_1...\mu_p}_{\lambda\nu_2...\nu_q} + {\rm lower \,indices}\quad.$$
Now, for some reason if I replace all the derivatives by covariant derivatives $\partial \to \nabla$, then magically all the connection symbols $\Gamma$ cancel out! Why does that happen??
(A similar thing happens for exterior derivatives. If I take the $d$ of some $p-$form, I get an antisymmetric coordinate derivate, e.g. $F_{\mu\nu} = \partial_\mu A_\nu - \partial_\nu A_\mu$. If I replace the derivative with $\nabla$, the connection symbols cancel if they are assumed to be symmetric. What is happening?)
I suspect that some users might want to answer by saying that if the expression does not depend on the metric, then I can always choose a coordinate system where the connection vanishes and so the expression with the covariant derivative will be correct with that metric and therefore with any metric since the expression is independent of the metric. But if you have curvature, you can't make the connection vanish everywhere, right?