Because of something called Parallax. Which is when distant objects appear to move much slower than closer ones.

When you’re driving and look out the window, the road right below you appears to be zooming past you. But the mountains in the distance appear to be barely moving at all. This is because they’re further away and so take less of your field of vision. You’d need to move further for them to appear to have moved as much as closer objects.

The stars are much much much much further away than the mountains. So much so that even after thousands of years of moving at incredible speed, they still appear to have barely moved at all.