Let's make up a story (yours free of charge!)
How about, the planet itself, the size of Earth, was thrown from the orbit around its own sun by a rogue star traveling through it's solar system. But the technology on this planet was thousands of years ahead of our own.
Their technology was not enough to save their planet from being thrown from orbit, and not enough to steer the planet.
But it was enough to construct matter-to-energy devices that generate enough heat to keep the planet habitable. That is what those luminous moons actually are. They aren't natural. That luminosity is intentional, but more importantly, there is a strong infrared component that warms the atmosphere.
They are moons to distance themselves (and their radiation) from the surface, close up that infrared is intense. It needs to be spread out over thousands of miles and hundreds of miles of atmosphere.
Generations of the populace devoted their lives to this life-saving project, and succeeded. They genetically engineered plants to photosynthesize this light coming from the moons.
The system is entirely automated, run by very advanced AI, but the AI is not conscious in any sense, it is just a machine that keeps the planet warm and keeps the system and itself in good repair. It doesn't "care" about anything else, just this one singular task. It would do this task even if the planet was barren and devoid of life; this AI is just an emotionless machine.
On the planet itself, just like Earth, generations come and go. Species arise and go extinct. Societies crumble and new ones are born. Millions of years later, nobody on the planet knows why their planet is warm, or why they fly through interstellar space. They just do.
And it is always, always, twilight at best. But of course, they and their animals have evolved so the light that they have lets them see as well as we do on a bright day; with the large nocturnal eyes, with hypersensitive retina, we see in strictly nocturnal animals on Earth.