Umm, don't think the moon has anything to do with it but you have a point it's another planet. Still...our earthly aurora is much more astounding and one that is difficult to capture even on film. Regardless it's pretty. I'd like to see a video clip of them in Skyrim to see how and if they move about.
I don't think he was trying to imply the moons had anything to do with it, just saying that its much different than earth in more ways than 1.
At least that's what I'm thinking he meant.