From my studies on the Western, Chinese and Meso-American cultures(still working on ancient India) from the classical eras up to early Renaissance, the ancient deduced that heavenly bodies were made of different materials than that of the earth because the observers qualities and behaviors of heavenly objects differed radically from the observed qualities and behavior of mundane objects and materials.
Prior to the invention of modern materials like stainless steel and plastics, all known materials save gold began to degraded constantly. All metals, even bronze oxidized, woods dried, split or decayed under microbial attack, stones cracked and eroded. Producing pure substances was difficult (save for gold and sulfur) and the vast majority of pure substance either degraded or became contaminated. Pure white substances such a fresh snow, ice or purified salt, seemed to have special properties. Salt was considered a magical and material purification agent because of its pure white color and its know ability to prevent decay.
By contrast, all observable celestial objects except the moon, appeared as eternally unblemished and never decaying objects. For many traditions and schools, the observable features on the face of moon indicated it belonged to the mundane realm. Medieval western (Judaeo-christian-Islamic) astronomy divided the heavens into the sub-lunar, the corruptible earth, atmosphere and moon and the trans-lunden, the incorruptible regions beyond. The sun appeared to be made of molten cold and the fixed and wandering stars (planets) appeared a dots of pure usually white light.
Based on the available observed data, the only logical deduction was that that the materials of the heavens differed from the materials of the mundane.
Likewise, the behavior of the mundane world seemed utterly chaotic and unpredictable while the behavior of the heavens appeared a paragon of order and predictability. Cartography as we know it today did not exist so all ancient cultures had better maps of the entire heavens than they did of the earth in just a couple of hundred miles away.
Astronomy became the first science precisely because the heavens could be universally and repeatable observed. Different cultures with no communication developed the same predictive models for the motions of the sun, moon, planets and stars.
Again, based on the available observed data, the only logical deduction was that the material objects of the heavens followed different rules than material objects in the mundane realm. (It helped that measurements in astronomy are made in angles, which can be easily and repeatedly measures with tools made of many different materials but which still produce the same measure angles. Linear measurement tools are far more susceptible to the error from the composition of the tool and its deformation from changing environmental conditions.)
Observations about the different quality of materials of the heavens and their different behaviors preceded the philosophical and theological explanations for those differences.
There is a famous anecdote, usually attributed to the great British scientist Lord Kelvin. After giving a speech on ptolemaic geocentrism, a member of audience came up after and said, "It sure was silly of the Ptolemy to say that the sun went around the earth. Why to do you think he believed something so silly."
Supposedly, Lord Kelvin blinked and replied, "Because good Sir/Madam that's what it looked like." He meant that prior to the invention of the telescope, no scientific evidence existed that the sun didn't orbit the earth. All heliocentric arguments up to that point e.g. Bruno, were based on philosophy or theology, not observation and science.
Because Ptolemy got caught up in the scientific wars of the Reformation, he has gone down in history a foolish foil to Copernicus and Kepler but in reality he was one of humanities greatest scientist. His complex model of the heavens remained the most predictive and useful model of the heavens up for centuries up to Kepler. His model even made better predications than Copernicus. That stands as humanities longest standing scientific model.
It's important to remember that science isn't about producing absolute truth but rather producing the most predictive model possible. All scientific knowledge is only true or useful within a strict range of precision. Newtonian physics is only valid to a certain precision of IIRC, 6 decimal points in the motions of of all the planets save mercury and fails utterly to predict the orbit of Mercury because the Newton did not know to account for gravities distortion of space itself.
So, the usually answer answer as to why the ancient held some particular model of natural phenomena usually boils down to Lord Kelvin's answer, "because that's what it looked like to them." That divergent cultures often arrived at very similar models supports this assertions.
There ancient were hampered not by superstition, a lack of imagination of intellectual courage but by a lack of sufficiently precise and accurate scientific instruments with which to extend human senses and make repeatable measurements. They usually made the correct logical deductions and inferences based on what they could actually observe with the tools they had. The same way science works today.