Yeah, it does seem a bit odd. If you did a bit of research you'd find water is actually in the moon. 'In' is the keyword, sure, but there are pockets of water available in the crust of the moon. It'd be much easier, and infinitely cheaper in the long run to just drill that stuff up instead of shipping it in from the earth. After all, even today it takes thousands of dollars just to send up one kilogram of stuff into space.