1. The Moon shouldn't spawn at such temperatures
2. The Moon should not spawn with such water.
3. Water cannot exist without an adequate atmosphere.
Easy logic.
I think you meant liquid water with number three, which is true. Otherwise, you can have frozen water just fine without an atmosphere.
1. Maybe not spawn, but deep space is pretty dang cold, so if you place one without a star, it's going to be cold.
2. I agree that the spawning with that much water is broken. Pretty much EVERY random planet spawns with enough water to make it a frozen iceball or a flooded ocean world with no land.