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Because it is specified to do so on mobiles. You can find those specifications in the ninja-slider.css file:
/*Responsive settings*/
@media only screen and (max-width:600px){
#ninja-slider-prev, #ninja-slider-next, #ninja-slider-pager {
display:none;
}
#ninja-slider li div.cap1 {
font-size:20px;
}
}
If you like the buttons to display on mobiles, just remove above setting.