Because the game doesn't really bother explaining itself.

Although, you can find the controls and the basic premise in the manual located in the game folder. Same goes for Wake.

Lunnye Devitsy is a platform game where it is encouraged to explore and interact with the
environment. The player must get back to the moon using one of 6 methods. Some of
them are very well hidden so good luck exploring!

Don't bother looking for a plot or a story beyond that. There isn't one.

Arrow Keys - Movement
A - Jump
D - Run

Press F to toggle Fullscreen mode.

Note: you will find Run and Double Jump power-ups later in the game. These are not enabled right from the start.

Left Stick or D-Pad - Movement
Right Stick - Camera
A - Jump
X - Run

Press F on your Keyboard to toggle Fullscreen mode.

Note: you will find Run and Double Jump power-ups later in the game. These are not enabled right from the start.

Your progress is saved whenever you find an item or a power-up. However, you start every new game back on the moon.