The gravity on Mars has a force one-third that of Earth's. The moon's is half that again. Even with resistance training and future medical advancements, skeletal and muscular development in these children will not be as robust as that in their peers on Earth who would benefit from the constant pull of the Earth making them stronger.
I have sympathy for the athletic Earth children whose parents decide to move to the moon in the middle of their high school education. Certainly, they could still practice their sports on their own, but competitions would be ethically sticky situations. Even if they were allowed to compete, any victory would seem hollow as the gravity of their developmental years would place them at a significant advantage over their new classmates. Even after a few years in the moon's gravity, that advantage would still settle in their bones, let alone in the minds of anyone who watched any of their competitions. Meanwhile, should they return to Earth, they would find themselves well behind the friends they had left there.
Thus, when they might win on the moon, there would be no real celebration; however, there would be loud cheers whenever they lost, for they could still lose. There would be dedicated Lunarians (that's the term I prefer) who diligently trained and would find ways of overcoming the disadvantages of their natural gravity from birth to the point that they could compete against Earth-born athletes. Possibly, some of them might even some day travel to Earth and compete in their sports and win. In comparison to the Earth-born athletes, these Lunarians would receive special attention and accolades rather than notoriety.
I see this as similar to the time in Smallville when Clark Kent (who would eventually become Superman) decided to play football. He put the other players in serious jeopardy. Meanwhile, I felt that his successes were largely meaningless. Even with "not using his powers," his native physiology made him unstoppable when compared to the significantly weaker human players.
In the same vein, I do not see Lia Thomas' single victory as a trans woman competing in a women's college swimming competition as something worth celebrating. I do feel pity for her due to the vitriol that has been sent her way. However, I think that she, just like Clark and the aforementioned travelling Earth children, should have avoided competitions.