The components of a vector aren't the same as the coordinates physicists talk about when they're dealing with tensors. The components would be something like the value of the magnetic potential, or the local wind speed. The coordinates would be the location where that particular vector is 'anchored'.

A change of coordinates does indeed induce a change of basis, but a change of basis isn't really a change of coordinates. And strictly speaking some vector spaces don't really have an obvious basis (without invoking choice), so having a basis be a prerequisite for the definition is not ideal.

The whole requirement that a tensor is 'something that transforms like [...] under a coordinate transformation' is just how physicists have chosen to phrase that a vector bundle is only well defined if it's definition isn't dependent on some arbitrary choice of coordinates. In my opinion this requirement is more easily apparent in the mathematical definition where there is no choice of coordinates in the first place, rather than the physicists way of working with some choice of coordinates and checking how things transform.