One of the scientific characteristics that can make the difference between the Earth and the moon is the so-called Rayleigh dispersion effect. This concept is identified as the dispersion of visible light or any other electromagnetic radiation by particles whose size is much smaller than the wavelength of the dispersed photons. Our atmosphere allows even our 'shadows' to be clear.
On the moon under the absence of the atmosphere or any other mechanism that allows absorbing or failing to re-irradiate sunlight towards the area in its shadows, which makes the shadows on the moon look darker.
