The temp is low but it is a vacuum. Vacuums are bad at dissipating heat. Think of the vacuum walled drinking vessels. They are so efficient at keeping beverages hot/cool because the vacuum insulates the majority of the surface area that heat can move across.

Likewise a cooling tank of water (typical nuclear reactor design) itself surrounded by vacuum, will not cool efficiently at all. Presumably they'd have to use piping to circulate the water over a large surface area of some other medium like the moon rock itself.