The tunnels would shield colonists from micrometeorites, lethal X-ray blasts from our petulant sun, and cosmic rays from the galaxy. Temperatures inside the tubes would remain a constant -35 degrees Fahrenheit. That's chilly, but much more stable for complex equipment. On the surface, machinery and structures would degrade under temperature extremes that swing from +250 degrees to -250 during the lunar day/night cycle.
The Hadean fantasy landscape that would await the first lunar spelunkers would be straight out of a science fiction tale. Some tubes may be filled with frozen lava while other may present complex labyrinths.
A big enough skylight would allow automated cargo ships to gingerly descend to the lava tube floor for easy offloading at Moonport 1. A combination of nuclear and solar power generators would keep the colonists toasty. Lighting would cycle to follow a circadian rhythm to keep colonists in sync with Earth's 24-hour day (vs. the moon's two-week-long day).
Lava tubes could also make great habitats for future Mars colonists. Mars orbiter photos reveal skylight holes on the flanks of the giant shield volcano Olympus Mons. More can be found along the southeast flank of neighboring Arsia Mons, as well as on the sides of the northern shield volcano Alba Patera.
These would provide the same luxuries to colonists as lunar lava tube bases. Mars pioneers might end up discovering native microorganisms inside the caves. But at least no giant spider-bats as in the cheesy 1959 sci-fi film, "The Angry Red Planet."