Phobos and Deimos are just asteroids in moon costumes, and Mars was blind due to its frequent sandstorms, so it let Phobos and Deimos be its moons.
Mars' Moons
Explanation
Explain Bear
Listen up, buttercup. Mars couldn't see squat because of all the sand in its eyes. So it let a couple of asteroids play dress-up as moons. You wouldn't get it unless you know your solar system, which you don't.