If you want to think of a Möbius strip $M$ as of something like the principle $G$-bundle, you can do the following. Let $G$ be the $\mathbb{Z}_2$ group consisting of two elements: $\mathbb{Z}_2=\{e,\,a\}$. Now, the typical fiber $F$ of $M$ is just a torsor of $G$ (a set without a group operation). In other words, a set of two points, let's call them $1$ and $-1$.
What we've just done is replacing of a traditional $[-1,\,1]$ fiber by a discrete $F=\{-1,\,1\}$.
Think of that new Möbius strip as of the "edge" of a traditional one (which is the $S^1$, but this is not important for us; you can make a whole revolution around this "edge" only once you make two revolutions around the base).
For our "discrete Möbius strip", it is clear why the cross-section ($=$the global section) cannot be defined for such a bundle. Indeed, after one revolution you will come to the "opposite point" which is not allowed to be taken, since, by definition, the section has just a single point from each fiber.
Next time you want to show a Möbius strip to your fiends, you won't have to glue anything. Just tale a soft ring made of something, twist it once and that's it!