It can be created, though !
And anyway . . . it DOES have a gravity of its own, albeit feeble !
Sea water brought to the moon won't be floating eternally like a bubble . . . eventually it'll settle down somewhere!
Like the Apollo guys did not just float around and could eventually set foot on the moon . . . so will the sea water !
Bring enough of it . . . and we'll have an ocean !
The rest will come naturally !
Including clouds, storms . . . and rivers !
For as weak as the moon's atmosphere / gravity may be . . . seawater won't disappear into the void of outer space !
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With sea levels rising . . . worth to try and get rid of all the surplus water !