Weightlessness is experience when an object in under free-fall. It's the normal reaction of the earth which gives us our weight. Hence a person standing on the earth registers a weight on a scale. In space, the gravity acts perpendicular to the direction of motion. The orbital velocity of these astronauts is high enough so that as the astronauts are falling towards the earth, the earth curves away from them. As they have no surface to register a normal reaction, they experience weightlessness.