The answer to this question lies in how gravity acts over large distances, with a bit of interstellar aiming thrown in for flavor.
On the surface of planet Earth, the force of gravity is pretty much a constant through our entire lives. We recognize it as the influence which grounds us to the surface of our planet - but it remains a constant feature on our planet. That’s because we are all living (more or less) at the same distance from the center of the Earth. If you change the distance between us and the center of the Earth, the force of gravity will change.
It actually changes reasonably quickly - the equations go as one over the square of the distance - so if you double the distance between you and a massive object, you’ll cut the gravitational force in fourths. If you keep going, and double the distance again, your already quartered gravitational force is cut into fourths once more, to one sixteenth its original strength. In the distances considered in a solar system, the gravitational influence of the Earth is fairly rapidly diminished down to a tiny disturbance to the surrounding space.
On the scale of the solar system, the entire mass of the Earth is peanuts compared to the mass contained in the Sun. This is probably not surprising - we’re relatively familiar with the Earth being one of our solar system’s smaller planets. Of the planets, Jupiter is where the bulk of the mass in the solar system lies - Jupiter is more than three hundred times the mass of the Earth, which puts it at more than twice the mass of all the other major planets in the Solar system. But the Sun is a thousand times more massive than Jupiter, and so while we need to account for Jupiter when calculating out where our outer-solar-system-exploring spacecraft will go, for an interstellar visitor, it’s the Sun that’s going to be the most influential, not the planets.
However, if we want to compare the Sun's gravitational distortions with the distances involved in the spaces between the stars in the Galaxy, we find that the Sun’s gravity also dwindles very quickly out to insignificance. For the majority of ‘Oumuamua’s journey through the vast spaces between the stars, our Sun’s gravitational pull would have had no effect whatsoever on the direction that space rock was traveling.
If ‘Oumuamua had been traveling directly at the Sun, the force of the Sun’s gravity would have served just to speed it up, without needing to reorient the direction of its travels in any way. However, as we mentioned in another article, the likelihood of hitting the Sun directly is astonishingly low, and so it’s much more likely that this object would travel through our solar system without crashing into anything.
Why didn’t the force of the Sun’s gravity redirect the object into itself? Primarily because ‘Oumuamua was traveling fast enough. Our interstellar visitor only spent a short period of time close to the Sun, where the force of gravity was particularly strong. During the majority of its journey inwards towards our Sun, its path was only slightly adjusted by the Sun. During its close approach to the Sun, the force of gravity was considerably stronger, but ‘Oumuamua was only in this region of strong gravitational disturbance for a short period of time.
While the force of the Sun's gravity did deflect the path of ‘Oumuamua significantly, it could only do so in a brief window of time before our interstellar visitor was swinging its way back out of the solar system. If it had been moving slower with respect to the Sun, there would have been more time, and it could have been more effectively pulled into the Sun. On the other hand, the speed with which it came into our solar system was typical for an object outside of our solar system, so it coming in slower would be unusual, considering where it was coming from!
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