Because you are looking THROUGH the blue sky at the moon, which lays beyond the atmosphere. The daytime sky is not opaque, it is semi translucent, meaning an object can be seen through it if the object is bright enough.
That's a good question. I asked a few people I know about its origin and they said the Hubble or the Shuttle took it. That would be wrong as the only way to get a pretty spiral picture of our galaxy like that is from outside it.
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