Is it really surprising that there's water ice on the moon?

I personally don't find it surprising at all that there is water ice on the moon. Having recently seen a National Geographic or Discovery Channel program on the origins of water on Earth and the creation of our own moon, it seems rather obvious that there would be water ice on the moon. After all, if the moon was created when a smaller object collided with Earth during their formative years, it only stands to reason that the material ejected from Earth during that massive collision would contain some water (considering how much water is left on Earth), and that the cohension of all that debris that formed what we now see as the moon, would yield water (ice in fact, because it's so damned cold). Finding and retrieving the water would always be a challenge, of course.