Maybe it's because you're an alien to them.What I think of water in the Moon:
Joking apart, it would make more sense if the player had to bring water to the Moon. The first time I saw those tree farms there that was sort of "whattaheck" moment.
Liquid water is possible only if there is enough pressure at certain temperature (Clausius–Clapeyron relation). Since Moon has no air, water would be either solid or gaseous, depending on the temperature. This means that, during the day, water would evaporate (like in the Nether) and freeze during the night. Liquid water would be possible inside pressured rooms.
(speaking of the Nether, discovered that beds explode in the Moon... ;0) )