Here are the possibilities I can think of:
-- The spaceship's headlights are pointed the other way, away from Earth.
-- The spaceship is behind a planet, a moon, an asteroid, or even behind
the sun, which is blocking it from our view.
-- The spaceship is moving AWAY from Earth so fast that its light is
red-shifted, to a longer wavelength which, for some odd reason, we
can't detect. (Choice-C)
(This would require a barn-blasting speed, one that we have no way
to generate yet.)