There is sound on the Moon. We just can’t hear it. For sound to travel from the source to our ears, it needs a medium to travel through. Just about anything can be that medium, but once you get to a certain density, either too low or too high, our ears stop being able to pick it up. On earth, the two most common mediums for sound to travel through are air and water. Basically, we need an atmosphere of some sort to transmit sound as it’s the vibration of the molecules and atoms in the atmosphere that sound propagates. And the moon does indeed have an atmosphere. It’s not composed of the same elements as Earth’s atmosphere, but that hardly matters as far as sound cares. Atmosphere is atmosphere. But the atmosphere on the Moon is considerably less dense than Earth’s. So the vibrations from one atom to the next is much much slower. Not sure if that would affect volume or pitch though. Either way, it’s too low for us to hear.