It is possible that the Moon once had an atmosphere, but lost it. How can this be explained?

The force of gravity on the Moon is six times less than on Earth. This explains the absence of an atmosphere on the Moon. The Moon’s gravitational force is not enough to hold the gas molecules; they easily overcome its small resistance. The speed of movement of gas molecules is greater than the second cosmic speed calculated for the Moon. Consequently, gas molecules can freely leave the moon, which is what happened.