No physical connection
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The stars in a constellation often are not even near each other! We see the projected pattern of stars of varying distances. So stars that belong to any constellation have no physical connection at all.
Here is an example of the Orion constellation, made up of stars that are at greatly varying distance to us.
Thus, to say that an object (planet, Moon, cluster, nebula, etc) is “in” e.g. the constellation Scorpius is to partially locate the object on the celestial sphere, but has little to do with the physical location of that object. Astronomers use constellations as you would use place names in a road map, to identify an approximate region. This is the modern, practical way of using constellations.
In this example we could say that
at 25 January "the Moon is in Scorpius".