I don't think it's a dumb question at all. A quick perusal of Wikipedia seems to imply it's a complex issue:

"In addition, because of past land allotments, leading to some sales to non–Native Americans, some reservations are severely fragmented, with each piece of tribal, individual, and privately held land being a separate enclave. This jumble of private and public real estate creates significant administrative, political, and legal difficulties." [1]

[1] https://en.wikipedia.org/wiki/Indian_reservation

Well, sorry, I don't know anything about native American reservations... but I assume people just can't move into them willy nilly.