Let go, and the ball will zip away from your hand, knocking over a lamp and making you curse the day you ever read this column. Some cosmic string must be holding each planet in its place, and its hard to see what the string is. It works mysteriously at a distance with no visible means of support. The planets don't zoom into the inky depths of space because the sun's gravity is inexorably pulling it inward. They don't drop into the sun because the velocity of their motion exactly counteracts the force of gravity.
Gravity turns out to be a universal force.
Everything is attracting everything else. It is still falling toward Earth. When the astronauts want to return to terra firma, they simply slow themselves down a little. Gravity takes care of the rest. The astronauts have not escaped Earth's gravity.