There are several reasons why this is the case, that you can sus out from basic principles. We've evolved to judge scenes based on the physics of light at small scales in an atmosphere. In space, however, there's...
- no atmospheric scattering (fog/haze), so no distance cues at all
- a single light source (the sun) that functions like an idealized point light, with no backlighting from a sky, causing harsh, purely black shadows
- no obvious bounced light between celestial objects, due to the distances between them
- near-spherical or roughly globular shapes, whose fine details (craters or even mountains) aren't large enough to alter the object's silhouette, so everything looks unnaturally geometric
