Gravity.
An object with mass has gravity and the gravitational force will attract things towards the object.
Earth has mass, therefore Earth has gravity. The mass of the Earth is greater than the mass of the oceans, therefore the oceans are attracted to the mass of the Earth.
Gravity is a weak force, and you have to be close to the mass before you will feel the effects of gravity. The Sun is very far away, as are the other planets, and the gravitational force from them is correspondingly weak. Earth is very close, therefore it has a stronger gravitational force. Thus the oceans are not attracted to any other planet or to the Sun.
But, the Moon is close, although not as close as the Earth, and the Moon has mass, although not as much as the Earth. The oceans are attracted to the Moon and do move towards the Moon, but because the Earth is closer and has more mass, the oceans do not escape from the Earth. This is why we have tides.
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