Simply because you have to in order to survive. On earth resources have often been seen as abundant and even though we know oil is running out we still undertake inefficient journeys in cars with a single person in because running out is sometime in the future. If you build on the moon it has to be sustainable from the outset, it isnt something you can set as a future goal because you need it to survive day one.
Yea, sustainability is largely a collective action problem, and it's quite difficult for 7 billion humans in hundreds of interacting societies, governments, and economies. Moreover, "sustainable" has a somewhat different meaning on Earth, which already had an enormously productive biosphere.