[IntrepidWorm]

There's no fluid bodies on the moon to cushion an incoming asteroid or comet - even if there was an initial gentle capture by the moons gravity, the object would either orbit indefinitely, be cast off, or meet a violent end, scattering atomized material across the surface in a wide debris field. This is why theres so much lunar dust coating the entire surface of the moon, and why that surface is so tremendously scarred. The ice is likely the result of countless violent collisions like this, and the ice crystals that manage to land in shaded craters accumulate while those exposed to the sun quickly sublime away.