The movement is caused by the fact that all stars (including the Sun) are moving through space at hundreds of kilometres per second. However, because they are so far away, it takes a long time for us to see that they have moved, and even then it takes a powerful telescope to see the difference. Because of this, for a long time, most people thought that the stars did not move at all. Even the ancient Greeks, who knew a lot about the stars and discovered some of the other ways they move, such as stellar precession, did not discover proper motion (although they probably suspected it).
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