Different levels of orbital stability based on their mass, proximity to Sun, and proximity to other planets.
I suspect that a moon orbiting Mercury or Venus would not be long term stable due mostly to the Sun’s proximity.
For those with many more moons, they have significantly larger mass (and thus more gravity) as well as being significantly further from the Sun. In addition to the Sun causing less perturbance due to distance, the more distance planets orbit the Sun slower, so they have fewer perturbing interactions with the other planets.
Consider looking up the term “Hill sphere” for greater discussion.
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