I assume that what you mean by instrinsic membrane proteins "not moving" is why do they not move into or out of where they are embedded in the cell membrane itself. I make this distinction because its important to remember that the cell membrane is fluid and just as the phopholipids move laterally and are "fluid" so are the embedded proteins. They can "swim" laterally but cannot become un-embedded.
The simple answer has to do with charges.As the central structure of these proteins contains hydrophobic residues, its going to be repelled by the hydrophilic nature of the aqueous environment that is both inside and outside the cell (on either side of the cell membrane). This environment keeps the proteins embedded in the membrane including other hydrophobic bonds