Haha, it's interesting huh. It's just the way the word is though, just like Fish. Fish, Moose, and Geese are plural :).
Two or more moose is called moose. That is the plural for a herd or group of moose.
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Moose make a call like this, mwaaaa.
One way a moose's hair protects it is, by keeping it warm. Moose hair is hollow. Cool huh!