The moon could be made of water ice for several reasons. First, the moon's surface is covered with a layer of fine, powdery material called regolith, which is composed of various minerals and rocks.
This regolith is thought to be the result of billions of years of meteorite impacts, which have pulverized the moon's surface.

Second, the moon has very little atmosphere, which means that there is no weather to speak of.
This lack of weather means that there is no erosion or other processes that would normally break down and destroy ice over time.

Third, the moon is located at a distance from the sun where water ice can be stable.
The temperature on the moon's surface varies greatly depending on its location and the time of day, but on average it is cold enough for water ice to exist.

Finally, the moon's poles are permanently shadowed, which means that they are never exposed to direct sunlight.
This makes them ideal locations for ice to accumulate and remain stable over time.

Overall, the combination of these factors makes it possible for the moon to be made of water ice.
Of course, more research and study is needed to confirm this theory and understand the details of how it might be possible.