Here's why:
* The moon doesn't produce its own light. It reflects sunlight.
* The Earth casts a shadow on the moon during a lunar eclipse. This happens when the Earth passes directly between the sun and the moon, blocking sunlight from reaching the moon.
* The moon doesn't have a shadow on Earth because it doesn't block sunlight from reaching Earth.
So, while the moon can be in Earth's shadow, the moon itself doesn't cast a shadow on Earth.