I had the same issue. I wrote "look at the moon" and it was not accepted. Maybe "The moon" is only the name but "That moon" say the direction.
This is just "Podívej se na Měsíc!". The Moon is one specific entity, it does not need any demonstrative. The that makes additional emphasis that we translate with the demonstrative in Czech.
Well, look at the moon, should be ok. Since, there is more than one object referred to as a moon. There is no context to the Terran moon or other moons. I hear Jupiter has a few.
But "Měsíc" (with the capital M) is only one because it is a name of the moon.
I think what may be confusing people is that it's usually not capitalized in Engltish, even when referring to Earth's moon. So should we learn from this that it's always capitalized in Czech?