Because the method MemberwiseClone() is doing this for you. See the documentation
The MemberwiseClone method creates a shallow copy by creating a new object, and then copying the nonstatic fields of the current object to the new object. If a field is a value type, a bit-by-bit copy of the field is performed. If a field is a reference type, the reference is copied but the referred object is not; therefore, the original object and its clone refer to the same object.
Whenever you see a method you don’t unerstand, you can trace who has declared it (in Visual Studio, I guess), and in turn see its documentation. That makes things pretty obvious most of the time.