On Earth, fine particles tend to smoothen over years of erosion by wind and water, lunar dust however is not round but sharp and spiky.
Added to this, the Moon has no atmosphere and is constantly bombarded by radiation coming from the Sun. The radiation causes the lunar soil to become electrostatically charged. This charge can be so strong that the dust levitates above the lunar surface, making it even more likely to get inside equipment and people’s lungs.
Fine like powder, but sharp like glass. The low gravity of the Moon, one sixth of what we have on Earth, allows tiny particles to stay suspended for longer and so penetrate more deeply into the lung.