Most proposals for moon colonies are either built underground or covered up with a thick layer of regolith for both of the reasons you mentioned. It’s very likely a collider would also be built underground for the same reasons. Digging a many-miles-long tunnel on the moon with the awful properties of moon regolith to deal with would have its own set of challenges though.
It’ll be fine until they go public (though maybe a few billion is enough for gaben and they won’t, but I’m not banking on it), then it’ll be an inevitable decline like all the others.