Because the moon has much less mass than the Earth has. This makes the gravitational forces between the moon and any object much less than the forces between the Earth and the same object, when the object is the same distance from the center of the moon or the Earth.
To talk about an actual number, we usually talk about being on the surface of the Earth or the moon:
A person or object on the surface of the moon weighs about 17% as much as he/it weighs on the surface of Earth. That's about one-sixth as much. So naturally, it's easier to lift something on the moon than it is to lift the same thing on Earth, because when it's on Earth, it's about six times as heavy.