By the Poincare-Hopf theorem and its converse, if $X$ is a closed connected smooth orientable manifold, then $X$ admits a nonvanishing vector field iff the Euler characteristic of $X$ is zero. So it suffices to find an example of such a manifold whose Euler characteristic is zero but such that at least one of its Stiefel-Whitney or Pontryagin classes does not vanish.
Such an example does not exist in low dimensions (and note that the Euler characteristic condition automatically holds in all odd dimensions by Poincare duality):
- If $\dim X = 1$, then $X$ must be $S^1$, which is parallelizable.
- If $\dim X = 2$, then $X$ must be $S^1 \times S^1$, which is parallelizable.
- If $\dim X = 3$, then any closed oriented smooth $3$-manifold is parallelizable.
So $\dim X \ge 4$. Unfortunately I'm having some trouble writing down a $4$-dimensional counterexample, and I'm not sure if one exists.
But here are a bunch of $5$-dimensional counterexamples: let $X = S^1 \times Y$ where $Y$ is a closed connected smooth orientable $4$-manifold with nonzero signature, for example $\mathbb{CP}^2$. Then $X$ is closed, connected, smooth, orientable, and has Euler characteristic $0$, but by the signature theorem $p_1(Y) \neq 0$ and so $p_1(X) \neq 0$, so $X$ is not stably parallelizable.
More generally you can take $X = S^1 \times Y$ where $Y$ is closed, connected, smooth, orientable, but not stably parallelizable, e.g. because at least one of its Stiefel-Whitney or Pontryagin classes does not vanish. This construction requires that $\dim Y \ge 4$.
Edit: An easier example is to take $X = \mathbb{RP}^5$. Like $S^5$, this is closed, connected, smooth, orientable, and has Euler characteristic $0$, hence has a nonvanishing vector field (which I think can be constructed from a corresponding nonvanishing vector field on $S^5$). But its Stiefel-Whitney classes don't all vanish; for example, $w_2(\mathbb{RP}^5) \neq 0$. So $X$ is not stably parallelizable. This doesn't require any big theorems.