Because even though they realized that the First Order was tracking them through hyperspace, Holdo and Leia and the other leaders didn’t know how. Finn and Rose figured it out and told Poe, but as far as we saw they never told anyone else (well, only until well after the fact). For all that Holdo knew, there could…

Actually, according to the IAU (International Astronomical Union) the official name for the Sun is “Sun”