Not sure why they do not go to the moon for onservations. Particles there impact with 1000 to 10,000 times the energy we could ever produce in a collider.
1. Because it is prohibitively expensive to go to the Moon and build and staff a permanent higher-energy particle laboratory.
2. Because research scientists prefer working under controlled conditions, with a high-density beam of energy of finely-adjusted, known specifications that they can turn ON/OFF or vary the intensity of, rather than waiting for the occasional cosmic particle of unspecified energy to wander into their set-up strike their sensor.
The flux of high-energy cosmic rays incident upon the surface of the Moon is deadly to humans. Exposure (unshielded) for just 15 minutes might be the equivalent of a thousand chest x-rays... But the beam from, e.g., the most-powerful Earth-based particle accelerators would burn a hole through your body in seconds.
Particles there impact with 1000 to 10,000 times the energy we could ever produce in a collider.
Having, e.g., two extremely-focussed, pencil-thin artificial beams striking each other in a frontal (head-on) collision can result in much higher yields than observing a random, stray cosmic particle striking a fixed (i.e., motionless) target.
Regards,