Why are there no grazing impacts on the Moon?

National Geographic had an article in the early to mid 1960's about this topic (1964 I think). They shot grains of sand from an accelerator into a bed of sand. Anything but an extremely oblique angle would simply make a round crater. Unless it is updated with more accurate tests to the direct contrary, there is your answer.

A projectile hitting a water surface under any angle causes a circular wave. The reason is that the surface is a uniform medium so the propagation speed does not depends on direction. The same is the case for a solid surface.