We've all seen images of pens floating weightless in space on films and TV, and we probably haven't ever seen pens falling on the moon. But the moon is in space right? so... yeah, why not, it floats.
And for the guys on the moon, well I haven't got any memories of astronauts without boots on, and those boots sure look big and heavy, they're special gravity boots, I'm sure I heard that on TV once, yeah, that's probably it.
The first principles approach of applying the concept of universal gravitational attraction probably isn't even entering their heads, even if they've been taught it.
This used to get on my nerves, how can people be so stupid? Why won't they just think for a moment!? But recently I've been focussing some effort on learning a language (Spanish) and realise that in that this case the first-principles style of learning that works so well for physics and maths is largely useless, and it's better to turn off the analytical side of your brain and not think too much, just keep exposing yourself, trying to communicate, and let your subconscious do it's stupid fuzzy pattern-matching, and it does a remarkably good job!