If I had to guess, it's because the moon was formed from a molten ball of Earth material while other moons in the solar system were formed from the same accretive processes that formed the planets.
The Earth has a lot of water which is postulated to have come from comets, I believe. The moon must have been struck by some of the same comets and didn't have a enough gravity to maybe hold onto the water and I don't think it had a magnetic field so solarwinds strip the water away but still, Ceres has water or at least organic materials, ie carbon.