.....................on the moon?
EDIT: to have wind the moon needs an atmosphere, now we know that terraforming is possible, but if that was the case, why can't we see the atmosphere? terraformed mars and Venus don't have invisible atmospheres, and in the scene it's clearly not night time on the moon, so what gives?
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Giant floating ball...... ............. Over a city? Magic................ ............ Out of a person's hand? It's a sci-fi/fantasy game. It's not meant to match reality. If there were no atmosphere, hunters and warlocks couldn't go to the moon without space suits (assuming the Titan's suit is air tight like the Mjolnir armor). If you really need an explanation, remember Destiny takes place after humanity's golden age. We very well may have created an atmosphere on the moon.