Because it's a fantasy game and in our more primitive days we saw stars in the sky and assumed our planet was also a star. We now understand those stars are the suns of solar systems, but we wouldn't have before.

Eorzea is primitive in this way. It's a lot like how there are countries in the world that don't have much technology or internet connectivity still. Eorzea doesn't, even though the Garleans do. They don't care as much for technology either because magic is so good.