Humans have only lived on the Moon for about a hundred and fifty years. It’s only been just over a century that Luna’s civilization has been more than a scattering of outposts and experimental colonies. Everyone on the moon can trace their ancestry to one Earth nation or another within a few generations. Most Loonies can trace their ancestry to three or four.
Luna was not colonized by a single Earth government. When humanity came, they came in waves sponsored by corporations, nations, and more than a few entities that never were precisely defined.
At first, the colonists identified with their individual communities, but that quickly changed. Loonies had more commonalities than they had differences. In Asharqiyah you’ll hear mostly Arabic spoken. In Zhuólù, Chinese, Nova Moskva (The Cube) Russian, and in Sinus Medii you’ll hear mostly English. In other communities you’ll hear Danish, French, Portuguese, Icelandic, and dozens of other languages. There’s even a documented dialect that combines Tamil and Japanese in certain neighborhoods of Mordor. But ask any Loony what their nationality is, and they’ll say “I’m a Loony” even if they’ve only lived here for a week.