Because “running out” is a phenomenon of systems moreso than it is of particles. Kinetic energy doesn’t run out – if it gets reduced, it’s by friction or collision with other particles that interact and result in an orientation that has less kinetic energy. If particles expired (which, forgive me if I’m wrong, but seems to be the impression in the question’s premise), we wouldn’t be able to see light from such enormous distances, for example, and planets and stars would crumble in ways other than the ways that they do. Entropy is more about everything in motion and organization settling down to rest and chaos just because that’s what stuff tends to do randomly, eventually.