It's not that simple.

What happens when you over-compensate with the thruster?

Sometimes you can recover from that, sometimes not.

Sure. The problem is delta-v. If you zero out too late, you crash, but if you zero our too soon, you'll likely run out of fuel and either crash or won't be able to take off or otherwise complete the full mission.

Managing delta-v is half of what makes a Moon landing require precision. An atmosphere can let you ignore this half to a degree (depending on specifics of vehicle/mission).

But you need to calibrate that to extremely high tolerance. That's harder than not needing to care at all.

What if you kick up a bunch of dust?

That would be very near the surface and with 10x lower gravity one could afford some error.

With 1/10 gravity dust also goes quite a lot higher. That's on top of lack of atmosphere letting dust float higher. Not to mention, there's going to be a lot more dust to kick up.

Anyway, the easiest way to get a feel for these things is to play some Kerbal Space Program. Try doing some moon flights. You'll quickly realize that the part of the mission that feels easiest on the home planet (landing) also feels the hardest on atmosphere-less bodies, and vice versa (e.g. taking off, or slowing for landing).