One of the reasons to go to the Moon is to take advantage of local properties and these are very exotic and require different kind of engineering.
Yes, some of those properties involve very cold temperatures, but the Moon is far easier to reach than Pluto! (where it's also very cold).
And cold temperatures, well, they interest all kinds of scientists.

The Moon has vacuum, so does space (but more than in Low Earth Orbit where there is a residual atmosphere).

The Moon has a ground (like the Earth, but the Earth ground is quite a distance away from vacuum and space and extreme conditions).

The Moon regolith can much more easily protect against the deadly environment of space than anywhere away from Earth orbit.

We go to space to explore and satisfy our curiosity.
Same for the Moon.
We go to space to take advantage of what's up there and not here.
Same for the Moon.

Raoul