It's a valid question. The environment required to form these rocks is not found on Earth.[0] The chemistry and mineral composition of Moon rocks is different from Earth rocks. Some of the rocks are older than almost all rocks on Earth (Earth's crust is more active than the Moon's because of plate tectonics). One of the more famous rocks collected is the Genesis Rock.[1] Recently a few channels on YouTube did videos about where the Moon rocks are currently stored [2][3][4] (It's a lot of work and money to keep backyard rocks from getting contaminated if it really is a hoax.)

[0] http://meteorites.wustl.edu/lunar/howdoweknow.htm

[1] https://en.wikipedia.org/wiki/Genesis_Rock

[2] Where does NASA keep the Moon Rocks? - Smarter Every Day 220 https://www.youtube.com/watch?v=QxZ_iPldGtI

[3] Apollo’s Most Important Discovery (Inside NASA’s Moon Rock Vault!) https://www.youtube.com/watch?v=Qr28zMXQ3bU

[4] The Genesis Rock - Objectivity #208 https://www.youtube.com/watch?v=yvhLBzsDwSQ