I don't think the moon will be the last zone at all... I think our priority will be going to the moon. Maybe the larger city will even be there. In the trailer it looked like being in the moon was the main focus, and we were in the moon while zenos was on hydaelyn. I think before we eventually clash with him we will be dealing with stuff on the moon.
What I'm thinking is we'll be going to places on hydaelyn, like thavnair, and they will get consumed by the flames and despair, the world will be ending. We will search for knowledge on the earth and then will eventually go to the moon, like it said in that new years poem. Maybe there will even be more than one lunar zone.