EP says: "Now, what are the rays composed of? Or are they exposed surface?

Wiki says:
"A ray system comprises the radial streaks of fine ejecta thrown out during the formation of an impact crater. Ray systems were once thought to be only found on planetary bodies that lack an atmosphere, but have since been discovered on Mars (see Zunil) in infrared images taken from orbit by the Thermal Emission Imaging System (THEMIS). Ray ejecta material have different reflectivities (i.e., albedo), compositions, or thermal properties than the surface on which it is deposited, so that the rays form visible and, in some cases, infrared patterns. The resulting rays can extend for several multiples of the impact crater's diameter. Rays are often accompanied by small secondary craters formed by larger chunks of ejecta.

Typically visible rays have a higher albedo than the surrounding surface. They stand out as brighter features that can form streaks and patterns across the surface. More rarely an impact will excavate low albedo material, such as basaltic-lava deposits on the lunar maria. These dark streaks can provide a contrast with higher albedo features, resulting in dark rays."
http://en.wikipedia.org/wiki/Ray_system

Wiki seems to have reasonable explanation. I would think in addition, rays are grooves created by ejecta, so this is additional element which makes them noticeable.
And would also think it's possible that rays from impactors would be more common or pronounced in uneven terrain, though not so in mountainous terrain.

Wiki also goes on to state:
"The physical nature of lunar rays has historically been a subject of speculation. Early hypotheses suggested that they were deposits of salt from evaporated water. Later they were thought to be deposits of volcanic ash or streaks of dust. After the impact origin of craters became accepted, Eugene Shoemaker suggested during the 1960s that the rays were the result of fragmented ejecta material."

EP says:
Better yet, why the hell do I need to ask this? Why the hell didn't NASA design their probe to determine this in the first place?

Are you talking about Messenger?