An object in rest naturally tends to say in rest; an object in motion naturally tends to stay in motion with the same velocity.  It takes an external object to change this.

Why?  Newton I think it was who first propounded it (although come to think of it I have a vague notion here he may have gotten the idea from others) but all it is is a naked assertion.  We look and we claim that this is what we find (after "adjusting" (rationalizing?) for all sorts of complicating factors such as air pressure and ground friction and gravity and magnetism and so on).  Are we so sure or is it not just a simplifying assumption to make the math work out.  Maybe we design our universe to fit our maths.

What has always bothered me, besides the point that some people take things like this to try to support -- absurdly -- pre-believed religious notions, is why that object out there sitting all alone in space insists so strongly that it doesn't want to move.  Believe me it is a rather profound problem in both philosophy and physics (the real tough physics problems still tend to be philosophical).

It won't do about anything to just say, "That's the way nature is."