Because gravity works equally in all directions. And gravity wants to pull everything as close to the centre as possible. It’s called the hydrostatic equilibrium. And the only shape in which all points are equally close to the centre and no direction is preferred is a ball.
The caveat to this is that rotation DOES create a preferred direction. It resists gravity through motion. So pretty much all planets and moons (Earth and Moon included) bulge out at the equator, and that why the solar system (and all orbits within it) is flat.
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