I did it like 50 times but it always says smth like "there is nothing special here", move along.
Why would you explore moons if there is no bonus from that?

Yeah, I once wondered too. Check this and next 5 posts:

https://www.games2gether.com/endless-space-2/forums/68-game-help/threads/27428-datatables-difficulty-levels-happiness-effects-planet-yields-terraformation-chart-more-info?page=2#post-246388

Turns out moons are a lot more beneficial in ES2 then they were in ES1, but you have to unlock Moonbase Alpha technology for greatest effect.

Ty Sublustris, seems like I am insanely unlucky, because I never discovered neither +1 industry nor +1 pop slot from exploration.

Nicolas17350 wrote:

Is there an option to make moons appear at the generation of the map ? Because I just played my firt game for ages and Amongst my 220 exploration of curiosities and the exploration of 80-100% of the map (huge size) I haven't seen one, or was it just bad luck ?

I just feel that the scientific technology to explore moons is useless in ES2...

As far as I know there is no such option, but I had a game recently where I discovered smth around 10 moons in my first 6 systems.

Nicolas17350 wrote:

Is there an option to make moons appear at the generation of the map ? Because I just played my firt game for ages and Amongst my 220 exploration of curiosities and the exploration of 80-100% of the map (huge size) I haven't seen one, or was it just bad luck ?

I just feel that the scientific technology to explore moons is useless in ES2...

Suspect it's bad luck. I normally play on small maps and found some moons. Also have have in mind that moons appears as anomalies, that sometimes are visible from the beginning, and you don't need to explore any curiosity.

Add to this, that in my personal opinion, moons were far better in ES1 with endless temples and all that stuff.