First, let us recognize that this is an oversimplification; there are many objects--asteroids, for example, that are not round at all. Also, most orbits are not round, but oval. Also, galaxies have "arms".
Setting these exceptions aside, however, the "tendency" of objects to, over time, take a round shape can be attributed to the physics of spinning objects to distribute their mass evenly around an axis, which is actually the definition of a sphere--all points equidistant from its center. Gravity pulls inward evenly, and centrifical force draws the mass outwardly evenly. But because the universe is not done (zero entropy) the process is still going on. Add to this the psychological tendency to "round" things in the mind, and even odd-shaped celestial bodies are called "round".
Thank You wordprof.