Right, and the "splash" wasn't a splash in the normal sense of the word. It was a splash of lunar material, a cloud of regolith and rock, and part of that material is water. It is certain that there is no liquid water (no atmosphere = no atmospheric pressure = water sublimates and goes bye bye), and probably not even any ice on the macro scale, for the same reason. The water is bound up somehow, and preserved in that bound state by dint of the fact that this particular part of the moon is perpetually cold because no sunlight hits it.
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"To those of you who are wearing ties, I think my dad would appreciate it if you took them off." - Robert Moog
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