This is reviving some long dormant brain cells ...
Electric detonators can unexpectedly explode because of stray electrical currents. Also, they may even be sensitive to certain frequencies of radio waves. For this reason, electric detonators are transported in metal cases/boxes. Non electrical detonators are transported in wooden boxes.
The use of certain types of plastics, particularly conventional polyethylene, is prohibited with electrical detonators due to the potential for static electricity to develop and set off a detonator. Low static polyethylene can be used.
Because detonators, for what ever reason may explode, detonators and explosives are never transported in the same vehicles, nor in vehicles in close proximity to one another. Likewise, they are never stored in the same magazine, nor in magazines close to another, in case the explosives are initiated by the shock wave produced by the detonators.
You would not use dynamite, or any other nitroglycerine base explosives because they are shock sensitive. The sensitivity increases when the dynamite stick sweats - beads of nitroglycerine form on the outside of the stick. The sensitivity further increases if the beads of nitroglycerine crystallize.
Nitroglycerine based explosives are not used as much as they used to be for these reasons. They have been replaced by other types of explosives. Unfortunately, most people only know about dynamite and TNT because of movies and old cartoons. They're not aware of other types of explosives.
Because anyone handling explosives on the Moon would be wearing gloves, it would unlikely be an issue on the Moon, but handling nitroglycerine explosives and then wiping one's brow can cause nitroglycerine head aches, which are very unpleasant.
Blasting with electric detonators can be fiddly. The detonators have to be wired up correctly, have no earth (in this case Moon) leakages/short-circuits and the whole circuit of detonators need to be tested with a special tester, similar to a resistivity meter, for short-circuits, prior to initiation of the blast.