Because you cannot ride on a lightwave like it was a cannon ball or a space ship. You're destined to remain and observe in the frames of reference of massive objects.
Discussion
But you can change your speed relative to the light emitting object. Regardless, the speed of light remains the speed of light to you.
Yes, again because light particles are in their own frame of reference that massive objects cannot join.
The massive object and the light are both in the same frame of reference - space. Yes, I've heard that light isn't in space, but that's nonsense - you can stop light, emit it from physical objects, reflect it, alter it. If it wasn't in space, and thus not in the same frame of reference, then it wouldn't be possible to interact with it.