The wind-up Sun/Moon are "special" minions in that they're more meant to be screenshot tools. Before /gpose added easily customizable light sources, Wind-up Sun was the only way to create an additional, height-adjustable extra light source for screenshots. It's also why they don't follow you and why they are the only minions to disappear when you hide the HUD.

Moon may not be named super literally, but it's meant to be a softer light equivalent to Sun (which moonlight is), so I struggle to think what other name would've worked.