Because of the Earth's atmosphere. The Moon gets colored for the same reason we have red sunsets. Ordinarily, the light we see reflected from the Sun has the same yellow tinge as the light from the Sun. But scattering of the light in the Earth's atmosphere removes some of the blue color from this light, leaving greater quantities of its red component present. Red light does not scatter as easily as blue light. The result is that the longer the light has to travel through the atmosphere, the more blue gets lost and the redder the light gets. The maximum effect is towards the horizon, and the color of a Moon can vary from orange to deep crimson depending on how much dust is in the atmosphere.