The short answer is that space is *really really* big and even stars moving very quickly relative to each other have a *very* long way to go before their movement is noticeable to us. A few thousand years is nothing to deep time. There *have* been changes over human history, like some stars going supernova and the resulting nebulas forming. The constellations have changed just a little bit. But it takes tens of thousands of years for significant changes.
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