If you move to a new apartment, on the third floor, it's "more efficient" to carry all your stuff up on one trip. But there's a limit to how much you can bring up on that one trip.

If you make a lot of smaller trips, there's almost no limit on what you can have once you take the "final" trip up.

Also, if you drop something on one of those trips up, you don't lose all your stuff (and you) at once.

Well it's easier to engineer, cheaper to construct small rockets. All you need to get to the moon is a reusable rocket capable of making orbit, and enough flights.