Why is this the answer?

The answer is stars because this lovely riddle is painting a picture of something you see every night high up in the sky. It describes exactly what happens to those bright, tiny lights as the Earth turns around and around. Let us look at the first part of the riddle: "At night I come without being fetched." This means that no person needs to call the stars or go up into space to put them in the sky. Stars are huge, bright balls of hot gas that are very, very far away. They have always been there, shining with their own powerful light. When the sun goes down and the evening begins, the stars simply appear all by themselves. We do not have to ask for them or put them out like toys. They are just a natural, beautiful part of the night sky, ready to twinkle and shine for us once the sun's big light is out of the way. Now for the second part, which is the trickiest clue: "By day I am lost without being stolen." When you wake up and the sun is bright and high, where do all those sparkling stars go? They seem to have completely disappeared! But did a thief sneak up in the night and take them all away? No, of course not! The riddle uses the word "lost" in a very clever way. The stars are still up there in the sky all day long, just as they were at night. They do not move or run away or get taken by anyone. They just become invisible to our eyes because the light from the sun is so much stronger and brighter than the light from the faraway stars. The sun’s light is like a giant, super-powerful light bulb that washes out the tiny sparkle of the stars. The stars get "lost" in that big, bright sunlight, but they are never stolen. They are simply waiting patiently for the sun to set again so they can show off their shining beauty. This riddle is a wonderful way to think about how our planet moves and how light makes things appear and disappear.