[wyager]

The moon’s gravity isn’t strong enough to hold water vapor or any other atmospheric gas. It would either get siphoned off by the earth or just fly off into the solar system.

The same is true of earth and helium.

[NegativeLatency]

Also it doesn't have magnetic fields like the earth does to shield its gas from being pushed off by solar wind.

[samstave]

Ok, and I like the comment about helium...

But where did water originate?

[dsr_]

https://cosmologyandspace.wordpress.com/tag/oxygen/

answers your question.

If you are trying to go back to "why is there anything?", then the answer is "we don't know precisely, but we do know that if those things hadn't happened, we wouldn't be asking the question, so so we have no basis of knowing whether it's random, rare, or a near-certainty for a new universe."

[lrdd]

I think the short answer is we don't really know, but the simplest explanation is muddy icy comets colliding

[samstave]

If that's the case, why haven't we been hit by any in recorded history that gave us more water?

How many comets have hit us that were rife with water supplies to provide the amount of water earth has given that water isn't also abundant on planets that are much larger, like Jupiter?

Why do we see planets with atmospheres of say sulfer, and earth doesn't have an issue with sulfer in the atmosphere?

[Turing_Machine]

"If that's the case, why haven't we been hit by any in recorded history that gave us more water?"

Most of the comets whose orbit intersects with Earth's orbit collided eons ago.

Some comets still enter the inner Solar System, of course, but it's going to be extremely rare for one to be on the right path to hit the Earth.