Moon Space Station 🌕🛰️

If we built a space station to orbit the Earth, why hasn't anyone built a station on the moon?!? Like, it makes complete sense to make it possible; plus, the little irresponsible possibility of someone being born there 👶and being the first 'discovered' extraterrestrial life 👽, and the real-life colony bubble buildings (like in space sim games or Subnautica).

Would also be interesting to know if a baby would continue holding their breath if born in the vacuum of space. Since they only start breathing once they feel air and no longer need an umbilical cord.

Though, honestly, not much possible benefit out of it with an overlap of the ISS.