Because they work as mobians and we don't have a massive space empire thing. The heroes will be going to space once we know who the major villains are, but we don't have the Cornerian Army here. General Pepper works for G.U.N., as does the rest of Star Fox, and we can substitute certain events from Star Fox to here if it's really necessary. But so far Star Fox hasn't had any major battles, they're just G.U.N. fighter pilots remaining on standby for when the UN finally decides to take out Eggman.
And the G.U.N. carriers can often be found... uh, wherever G.U.N. is. The following is one of said ships, the Letter of Gabriel.