With no air to scatter light, the Moon has no twilight. The Sun goes below the horizon and the landscape goes out.

On Earth the sky stays lit for the better part of an hour after sunset because the atmosphere above you is still catching sunlight. The Moon has essentially none, so the transition is as abrupt as the shadow's edge, and shadows on the surface are correspondingly harsh — pitch black, with no fill light at all, which is why Apollo photographs look the way they do.