Because they are pushed. or pulled around by various objects (like molecular clouds, dwarf galaxies, or star-star interactions). The random speed in the Milky Way disk are of order 20-30 kilometers per second, about 10% of the rotation speed around the center of the Milky-Way (235 kilometers per second). This is why the thickness (height) of the disk is 10% of its radius.
Written by Avi Loeb
Avi Loeb is the Baird Professor of Science and Institute director at Harvard University and the bestselling author of “Extraterrestrial” and "Interstellar".