That doesn't sound right to me. If there's no air, then only black body radiation can be used to cool the data center. That means a massive radiator, a lot larger than a heat-to-air radiator+fan used on earth.
1. Put data on the moon
2. ???
3. Profit
For more info, check out their promotional video: https://www.lonestarlunar.com/video
Feel free to invest though, perhaps if you feel good about discarding hard drives on the moon I could interest you in space mirrors and for a low low price I'll lease you the spot where your harddrive lands for 100 years.