It has to do with that the expense of setting up a cellular network is so expensive that it hasn't be done in large parts of the earth, much less another celestial body.
I don't know why there are areas in US that lack service providers. Maybe someone here can explain it - I presume the reason has to do with something US specific about the business rather the overall cost since lots of low GDP areas globally can have good cellular coverage.
Jokes aside, you'd be surprised how good network coverage is in some remote areas that seemingly have very little economic value.