There is gas around the Moon — argon, helium, sodium, potassium — but so little of it that the whole atmosphere weighs a few tens of tonnes, about as much as one loaded lorry.

At the surface it is around a hundred trillion times thinner than the air at sea level, thin enough that the atoms almost never bump into each other. That is the technical definition of an exosphere rather than an atmosphere. Every Apollo landing roughly doubled it for a few hours, then it leaked away again.