Because the other planets are much further away from us than the moon.
The moon is 400,000 kilometers from Earth but the Venus is 40 million kilometers from Earth (when it's on the same side of the sun). That's 100 times the distance but Venus is only 3.4 times bigger than the moon (by diameter).
Mars is 77 million kilometers from Earth (when it's on the same side of the sun) so same deal.
Venus does pass in front of the Sun but at such a great distance and with the glaring light of the sun it's too small to be seen. It's easy to see an lunar eclipse because the moon blocks out nearly all the light of the sun. Venus is so far away that against the sun it appears only as a tiny black dot.
The transit of Venus across the sun can't be seen with the naked eye but it appears in photos that have been zoomed in a lot like the photo below. As you can see, Venus could never block our view of the sun. Only Venus and Mercury pass between Earth and the sun.
The planets in our solar system can be seen with the naked eye except for Uranus and Neptune (because those planets are too far away). Without a telescope you can see Mercury, Venus, Mars, Jupiter and Saturn.
You can't see them clearly like the moon because they're so far away they only appear as tiny white dots. Actually they could easily be mistaken for stars.
Venus and Mercury even have phases like the moon but these phases can only been seen through a telescope. Only planets that are closer to the sun than Earth have phases when viewed from Earth.
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