The problem is that two independent bodies can not "capture" each other. There is too much momentum and kinetic energy. Unless there is a collision, they will inevitably separate, essentially fly right past each other. If there is a third body, under exactly the right conditions, it may gain momentum and allow two bodies to be mutually captured, but this is very improbable.
OTOH, the earth-moon system is essentially a binary planet. Stand back and look at the whole forest instead of the individual trees. Binary stars are well known and actually very common. Why the earth-moon system could not form by a variation on the same mechanisms that form binary stars is the question we should be asking.
“The problem is that two independent bodies can not “capture” each other. “
Not sure of that. Some believe the moons on mars are captured asteroids. Of course this is all speculation. No one knows.