Here's why:

* Nebulae within our galaxy: These are the ones we typically see in images and are responsible for star formation. They are clouds of gas and dust, often illuminated by nearby stars.

* Nebulae outside our galaxy: Galaxies are also surrounded by large clouds of gas and dust, known as intergalactic nebulae. These are much more difficult to study, but they can be observed through their emission of radio waves.

So, while many nebulae are located within the Milky Way, their existence is not limited to our galaxy.