Because that’s a few trillion stars / galaxies all moving at incredible speed through space.
The question should really be “why does it move so slowly” and the answer to that is that because space is absolutely huge so moving millions upon millions of miles is barely noticeable at the distances involved.
Some of those little dots are ENTIRE GALAXIES moving around, countless billions of stars swirling around each other at stupendous speeds, over stupendous distances, being born and dying, for billions of years, and all you see of it is a tiny dot.
There isn’t a single thing up there that isn’t moving relative to us, no matter how close or far away.
One main cause [axial precession](https://en.wikipedia.org/wiki/Axial_precession), i.e. the Earth’s axis wobbles a bit and so from year to year a point on the earth’s surface is not oriented the same way in relation to the sky.
One big effect of his is the movement of the celestial poles. In about 3000 years Polaris will no no longer be the star closest to the northern celestial pole and will have to give up the title of pole star to Gamma Cephei.
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