Let us consider a classical field theory on flat background spacetime. The action is $$S[\Phi] = \int d^nx \mathcal{L}(\Phi,\partial_\mu\Phi).$$ Why shouldn't this action be independent of the chosen coordinates ? It doesn't depend on the inertial observer that we choose since it's invariant under Lorentz transformations but why shouldn't is be under more general coordinates ? What about spherical coordinates and other systems of coordinates that don't corresponds to another observer ?
In general, I don't understand how any physical theory can depend on the chosen coordinate system.