It's because the Moon lacks an atmosphere.

CO (and then CO2) form at high temps, so elemental carbon doesn't have much chance to condensate to a "rock" form in regards to non-stellar celestial bodies. These float off into space, no atmosphere to contain them.

At the temperatures/pressure of the moon, Nitrogen rapidly boils off and floats away as well.

Not sure about Phosphorus and Sulfur, but I'm sure they can be either directly or indirectly related back to the moon's lack of an atmosphere as well.

Wut? Pretty sure phosphorus never goes atmospheric

Exactly. Hence why I didn't want to specifically comment about phosphorus on the moon, as I have no idea.

The moon was mostly cast off from the Earths upper crust during an impact when earth was still forming. As a result it's mostly composed of lighter materials and lacks heavier metals and elements brought the the surface on Earth due to magma flows in the mantle and vulcanism.