I am genuinely curious what kind of mental model of the physical universe leads someone to look at a 3000km-diameter sphere of rock, or any matter at all, and say "yeah, I think that's actually hollow". Especially as the presence of the moon is one of the oldest, most observed and recorded natural phenomena in human history. It's not like it turned up one day or has ever been seen to do anything other than plod around its orbit dead on time.

How would it form? Why doesn't it collapse inwards? Why does it weigh so much?

I mean, sure, it could be an ancient alien ship with a superdense unobtainium shell to have exactly the same gravity as a rock ball but why would they park it so close that they need to cover it in regolith?

Then again some people think a virus is somehow caused by radio waves and active remote-controlled microchips can be suspended in clear liquid so the whole world must be like wandering through Wonderland all the time. There are no rules and anything can happen.