We could start from an easier problem---show that the $1$-dimensional sphere, i.e. the circle $S^1$, is not an affine space.
This one seems pretty easy---we can pick a point $A$ in $S^1$, a nonzero vector $v$ and a sequence of $n+1$ points of $S^1$, $(A_i)_{0\leq i \leq n}$ say, such that
$$A_0 = A, \quad \overrightarrow{A_i A_{i+1}} = v \text{ for }0 \leq i \leq n, \quad A_n = A.$$
Then (ii) implies
$$\sum_{i=0}^{n-1} \overrightarrow{A_i A_{i+1}} = \overrightarrow{AA} = 0.$$
From (ii) follows$$\overrightarrow{AA} = 0$$ as well, since$$\text{(ii)} \implies \overrightarrow{AA}+\overrightarrow{AA} = \overrightarrow{AA} \implies \overrightarrow{AA}=0.$$
And to conclude, we have thus
$$n v = 0$$
which contradicts $v$ being nonzero.
Update: I think the issue is simple in principle. An affine space is just a space where we may subtract $2$ vectors---effectively a weakened linear space without an origin. So some coordinates---not unique but coordinates---must go to infinity. Compact spaces such as spheres cannot be affine spaces.
In my proof for the $1$-sphere, i.e. circle, I placed the points regularly, and then saw that the coordinate should have returned to the original one but it did not.
We can just do the same for the $2$-sphere and others, too, no? There are $1$-spheres inside $2$-sphere etc. If the difference were defined and smooth, then we could search for the $N$ points along the $2$-spheres such as the difference between the $N$th and $(N-1)$st point would be the same for all of them, just for the $1$-sphere. This must be possible if we pick a sufficiently small difference---many points on the circle around the sphere.
I would organize the thing by proving a stronger assertion, at least for all $D$-spheres but maybe for all compact manifolds. I am positive that at least for the complex affine spaces, the statement about non-compactness of affine spaces is true.
On the $2$-sphere, if we pick $2$ nearby points $A_1$ and $A_2$, they have some difference which is "small". So there must exist a point near $A_2$ such that$$A_3 - A_2 = A_2 - A_1.$$It must be somewhere on a topological circle surrounding by directions, and one of them must have the same direction, too. By taking a short-distance limit, we may be able to reconstruct a whole circle inside the sphere on which all the differences have the same direction, and then we adapt the length to get back after $N$ steps, and then it reduces to my circle proof above.
But there may be more elegant and much stronger proofs for all compact manifolds. There just are not any regions inside compact spaces where the coordinates could go to infinity, so it cannot be an affine space, I think.