When a Lunar Module landed on the Moon, it used thrusters to slow its descent to the surface. When other spacecraft are returned to Earth, they use parachutes to slow their descent. Why wouldn't a parachute be useful on the Moon?
They had to use thrust because there is no air on the moon meaning that parachutes would be totally useless because parachutes require air to create drag. Fun fact since there is no air on the lunar surface sound waves cannot be made since there are no air molecules for the waves to pass through, so that's why they use radio's in space.
