Because the Earth
. Well, curved
, at any rate. You think you're walking in a straight line
, but you're actually walking slightly down
with every step. That's because a straight line forward would be tangent
to the Earth's surface (or secant
to the atmosphere
. What you're trying to walk actually approximates an arc
of a circle
However, if you're talking about EVA -- a spacewalk -- you can generally move in something like a straight line, as long as you're not too close to a massive object. Otherwise, spacetime itself will be curved, and all your hopes of walking a straight line will go bye-bye.
And that, Your Honor, is why I couldn't walk a straight line when the state trooper pulled me over. Honest.