In a slow adiabatic expansion, gas expands without allowing heat to leave the system. However, as the process is reversibly slow, no net entropy change comes out of the process.
However, I have fruitlessly been able to understand, fundamentally, why heat will try to leave the system in an expansion, and why the temperature of the gasses decrease in an expansion. In my mind, I can't distinguish an adiabatic expansion from an adiabatic free expansion -- the gas particles have more room to roam -- why does that mean their energy decreases?