First, because the sun and the moon are huge celestial bodies, far away from us, nothing around them can block their brilliance, not because they follow us, but because we can't get out of their range wherever we go, just like the Monkey King can't escape from the palm of Tathagata's hand.

The second is the illusion caused by relative motion.

Extended data:

People's eyes judge the moving speed of an object by its angular velocity in the field of vision, not its linear velocity. For example, we are driving at a speed of 90 kilometers per hour on the expressway. If our eyes are fixed on the small tree in the isolation belt two meters ahead, the small tree approaches at a high speed in the field of vision, and then retreats at a high speed, we have to roll our eyes or twist our necks with the small tree to see clearly. Because the angular velocity of the young tree in the field of vision is very fast, the brain thinks it moves very fast;

And if you stare at the small tree in the isolation belt one kilometer ahead, although the relative speed between the small tree and us is still 80 kilometers per hour, because of the long distance, its angular velocity in the field of vision is relatively small, and we feel that it moves slowly; If the distance is far enough, it is still in the field of vision.