I imagine it would be an advantage for larger, heavier objects to be assembled from components on the moon and then launched from 1/6th the earth's gravity, and use the earth's gravity to slingshot it into the direction we wanted it to go.
Provided you actually wanted to do that, then it would be better to send them from earth orbit. You wouldn't have the added expense of getting them to the moon safely and then getting them off again. Not to mention that you'd need to boost an assembly facility from earth to the moon