Cheese and rice.
Now I ask you, if you were on the surface of the moon, would you not see in a straight line?
Why yes, yes we would. In the absence of an atmosphere we wouldn't have any atmospheric interference.
But that is only half of the problem.
When we "see" something our brain is really interpreting data from our eyes. Ever notice that the moon looks larger when it is near the horizon? It's not just an optical illusion having to do with the properties of the atmosphere but also how our brains interpret the data. The horizon is "closer" in our minds eye than the apex of the night (or day) sky.
Why do I even bother trying to give a simple explanation when everyone wants a flipping dissertation?
There is an exception to every rule, including this one.
Jimro