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In addition to the already mentioned Moonblast, there's also Clefairy. And Nidoking/-queen, (as well as Wigglytuff to a smaller extend) who are based on rabbits and are gotten via Moon Stone, referencing the old Japanese tale of moon rabbits. Also the healing move Moonlight, which wasn't even Psychic-type when introduced.Pokemon always associates psychic type with the moon. Same with unicorns.
It's not that complicated.
While stuff like Lunala and Lunatone are Psychic-type, saying "always" is flat out wrong. If anything GF is kinda indecisive. So in your words "it's not that complicated".