I mean, it does. But it takes a lot more energy.

We have earthquakes all the time, but the earth is very big compared to the moon, and we have a hot liquid mantle and core that probably dampens a lot of those vibrations.

The moon is basically a giant rock, with no other medium to transfer energy into. So when it gets hit by something, that energy just gets transmitted around the surface of the moon until the energy is depleted.