Looking at the moon from earth, it takes up around 1/2deg of field. The picture is around moons, or 1.5 deg of sky.
The earth will rotate 360 degrees in 24 hours. 1.5/360*24=0.1 hours (6 minutes). It takes 6 minutes for a stationary object to appear to move 1.5 degrees.
On April 20, the moon will be at it's first quarter. (same phase as picture)
Go outside and look at it.
Wait 6 minutes and look at it again. Does it look any different?
The moon moved roughly the same angular amount that the space station did in that picture.
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Okay I want you to this for me OP:
Stick your right hand out in front of you in a fist. Put it next to the right side of your screen.
Your fist is the sun. It's actually waaaaaay far off to the right of your screen, but whatever, the analogy works.
Now, you, your eyes, are earth. You're looking at the moon. The ISS is between you and the moon.
At no point, in the ISS's path in this picture, is it NOT facing the sun. Okay?
The ISS is way closer to your eyes, than the moon is. So there's nothing between your fist (the sun) and the ISS, so it will always stay illuminated.
Make sense?
Better example: