If you look at a photo taken from space, the sky is always pitch black. Where did all of the stars go?

This is the same effect you see on a clear night when you stand in a well-lit parking lot and look at the sky. The cameras used to take space photos are intent on taking photos of very bright things in the picture such as the Earth and moon. The camera lenses are 'stopped down' to make the camera very slow in the face of all the light entering the lens. This makes the camera at that setting very insensitive to the faint images of stars which require the camera lens to be 'opened up' to its lowest F/ number. You cannot have both settings met at the same time, so the photographs show well illuminated Earth and Moon images, but a sky devoid of faint stars.