$S^n$ can be identified with $\mathbb{R}^{n+1}/\mathbb{R}_+$ (where $\mathbb{R}_+$ acts on $\mathbb{R}^{n+1}$ by multiplication). Geodesics come from $2$-dimensional vector subspaces of $\mathbb{R}^{n+1}$. The group $GL(n+1,\mathbb{R})$ acts on $\mathbb{R}^{n+1}/\mathbb{R}_+$ and maps geodesics to geodesics. If you take a matrix $A\in GL(n+1,\mathbb{R})$ which is not a constant multiple of an orthogonal matrix, then its action does not preserve the metric.