But you have to get a lot of other supplies to the moon to make use of that. Space travel will never be useful enough to pull that off. A self sustaining colony on mars is just barely possible (but I'm not sure if it is worth it), no place else in space will ever be colonized. The laws of physics are too harsh - only a "generation" ship could even leave our solar system (well you could put a child on something to leave and come back in old age without generations, but this would be pointless and unethical), and we have no reason to think those would last long enough to make the nearest star, much less one with habitable planets (which we might need to terraform).
The moon lacks too much to be self sustainable. Mars is a stretch: it is likely someone will reply that mars isn't possible and they will have good points, so while I have concluded it is just possible I can see the points of those who think it is not.