The reason is that:
- To take a photograph under different lighting conditions, you need to use different camera settings to get a useful image.
- Cameras (and the human eye) do not have unlimited range in any given set of conditions, that is, they cannot represent objects of every brightness satisfactorily within one single image.
In particular, if one is photographing a subject that is brightly illuminated, one has to use camera settings that greatly limit the amount of light being recorded by the camera's sensor, otherwise it will be overwhelmed and fail to show useful detail. In the case of taking a subject that is only dimly illuminated (or, in this case, emitting only what amounts to a dim light), such as the stars, one needs to use settings which maximize the amount of light that the sensor absorbs to get useful detail in the image, or one will record nothing. These two types of settings are logically incompatible, and thus it is impossible (with existing camera technology) to capture simultaneously a very dim and very bright subject in a single (i.e. not a composite) photograph and have both of them look sensible.
And the Moon and stars are just such an incompatible pair. The Moon's surface is lit up effectively as brightly as the landscape of Earth in broad daylight. The stars are so dim they can only be seen at night.
In fact, you can demonstrate this right from Earth itself. Here are two photographs I took with my own camera about ten megaseconds or so ago, as of this posting. Both were shot at night, on the same night. The left hand photograph is shot with the camera set to daylight settings. Yes, these are the same settings you'd use to shoot a photograph in actual daylight, only being used at night, and the Moon registers loud and clear. That is how bright it is. Since surface brightness is not affected by distance, the Moon effectively amounts to a little piece of sunlit landscape in the sky, from our point of view, just like on a bright, sunny day on Earth. As you can see, the Moon's surface features are cleanly visible and, moreover, it is similar in coloration to your last photograph - as it should be, because that is its actual color. Note the complete absence of stars, exactly as in the NASA images. In the second photograph on the right, the camera was set to "bulb" mode to expose the sensor for a long time, and its sensitivity was greatly increased. You can now see the stars, but the Moon looks almost like a second Sun - its surface features completely obliterated as the sensor has been saturated with photons like a sponge that has already soaked up too much water and has now had enough, while bloom contaminates the rest of the image.
The reason you "expect" to see stars is likely because you have watched too many sci-fi movies. Movies depict stars for artistic effect. In reality, images capturing such, taken in a single bout, are not possible with today's tech, and the reason is that the factor between the two is on the order of a billion (90 dB) in brightness. (You could composite the above two images suitably to fake it, but it would be just that.)