Ummmm.... because the sun is always up somewhere on earth...! However, during a lunar eclipse, the earth moves between the sun and the moon, creating the shadow on the moon which is visible to that side of the earth away from the sun, ie, the night time......oh boy...
Another ummmmm....because of the relative speeds of the moon and the earth. And the shadow sizes..? Go look up umbra and penumbra...
Another....oh boy...
This is your worst....please explain why the concavity of that curve remains constant as it moves across the face of the moon. If the effect you describe was in play (a straight edged shadow moving across from West to East), we should see the concavity change from convex West, to a straight line and then to convex East as the shadow moves across the curved surface. Yet, that is not what we observe. Rather, we clearly see the curved shape of the earth moving consistently across the face of the moon, maintaining its concavity.
Game, set, match....