That's because it was chosen as a capital in 1997/8 by the then President of the country for possible security reasons. The region, which was and still is vastly empty, was an old gulag prison located next to a river! Can't remember the names of any of the people/places as I find them very hard to remember, however, sorry about that...Astana is the capital of Kazakhstan
The word Astana in Kazak means capital.
Makes sense i suppose.