The more important a gene is, such as the ones which set up the body plan during embryonic development, the more highly conserved they usually are. Homeobox-containing genes fall into the category of such critical embryonic genes, so they are more highly conserved than most other genes.
Work Step by Step
For an analogy, look at a parking lot. Motor vehicles vary widely in size and shape, engine type, fuel source, etc., but they all have round wheels because the most important thing about them is the way that they move. This "trait" is highly conserved, like the most critical genes.