* No Atmosphere: The Moon has virtually no atmosphere. Sound waves need a medium like air, water, or solids to travel. Without an atmosphere, there is nothing for the sound waves from the alarm clock to travel through.
* Vacuum: The Moon's surface is a near-perfect vacuum. This means there are almost no particles for sound waves to interact with, effectively preventing sound from propagating.
In short, even the loudest alarm clock would be completely silent on the Moon.