* No Atmosphere: Thunderstorms require an atmosphere, specifically one with moisture. The Moon has virtually no atmosphere.
* No Water Cycle: Thunderstorms are driven by the water cycle – evaporation, condensation, and precipitation. The Moon has no significant water cycle. There is some water ice trapped in permanently shadowed craters at the poles, but it's not enough to support the kind of atmospheric processes needed for thunderstorms.
* No Lightning: Lightning, a key component of thunderstorms, is caused by the separation of electrical charges in clouds. Without an atmosphere, there's no way for these charges to build up.
While the Earth experiences thunderstorms, the Moon is a dry and airless world, making thunderstorms impossible.