Here's why:
* No atmosphere: The moon has a very thin, almost negligible atmosphere called an exosphere. This is far too thin to support weather phenomena like wind or rain.
* No liquid water: While there is evidence of water ice in permanently shadowed craters at the lunar poles, there's no liquid water on the moon's surface. Rain requires liquid water to form.
So, the moon's surface is a very dry and still place, with only the occasional meteoroid impact disrupting the peace.