It’s because of the Moon’s lower gravity of only one sixth of Earth’s. It’s easy to carry enough fuel to land on the Moon, in a slow controlled de-orbit. The lunar module descent stage had a total mass of 15.2 tons, and of that, 8.355 tons was propellant (these figures varied depending on the mission). So around 45% was payload, including as the payload there, the lander itself, the ascent stage, its fuel, and the crew, as well as the lunar rover and any equipment to be left on the surface.

Apollo 11 lunar module. The fuel for the landing was only 55% of its total weight.

The ascent stage was even more efficient with less that 50% of its mass consisting of fuel.

The lunar module’s ascent stage had a total mass of 4.76 tons, of that crew was 144 kg and the propellant was 2.375 tons. The fuel amounted to less than 50% of its total weight. Of the original 15.2 tons of the fully loaded and fueled lunar module, 2.405 tons did the round trip all the way back to orbit. That’s about 15.8%. (Some of the payload of course was left on the surface such as the lunar rover in later missions, and the experiments).

If Earth had as little gravity as the Moon it would be easy to get into orbit and back again and we wouldn’t need to use the atmosphere at all. But we need rather a lot more. Though the gravity is only six times greater on Earth, we need far more than six times the amount of fuel because of the way rockets work. For every few tons of fuel at the end of the journey, you may many extra tons early on, which is just fuel to accelerate fuel.

By way of example only 4% of the Saturn V rocket used to launch the Apollo missions was payload, so 96% of the launch mass is either burnt or discarded on the way to orbit. For the Ariane 5 (European heavy lift rocket), the payload fraction is 2.5%, and it’s similar (slightly less) for the Soyuz 2 used to launch the crewed Soyuz MS.

For the Space Shuttle, only 1% was payload because most of the mass put into orbit was the shuttle itself which was returned to Earth. For more on this, see The Tyranny of the Rocket Equation and for some more example figures, this Payload fraction table

If you don’t have an atmosphere for aerobraking, it takes about the same amount of fuel and hardware to get something into orbit as to de-orbit it. So for instance, it takes 312 tons total mass to launch the new Soyuz MS with a crew of three into orbit. So you’d need that much mass in orbit already to get them back. But each launch can only put payload of 7.08 tons into orbit. That makes it 44 launches before you have enough mass in orbit to return your crew of three safely. It would take eleven launches of the highest capacity rocket we have in production, the Delta IV Heavy(payload 28.79 tons). It would take six launches of a Falcon Heavy - which is not quite ready yet, but which will be able to send 54.4 tons to LEO.

You could do it more easily with the Saturn V. This had a payload to orbit of 140 tons (after boosts in payload capacity for the last two missions). So three launches would be more than enough at least in terms of the total mass. It would also take three launches of the new Space Launch System when ready.

Back in the 1960s NASA studied even larger rockets, the NOVA series, with the eye to a mission to Mars. These never flew, but would have been able to send many hundreds of tons into LEO in a single flight.

Nova - studied from 1959 to 1962. Finally cancelled 1964. Figures show payload to LEO in metric tons. Image © Mark Wade

Later on they explored ideas for modifying the Saturn V for a Mars mission. The Saturn V-4X(U), designed but never built, could have sent 527.6 tons to a 486 km orbit at 28 degrees. That would be much more than enough to get the entire mass of a Soyuz 2 fully loaded with fuel + payload to LEO in a single launch.

So, that would be the situation, for someone living on a planet with Earth gravity and no atmosphere, or very little atmosphere. They could send robotic spacecraft into orbit early on. Returning their citizens from orbit would be tough, but not impossible. However it’s no wonder that we use our atmosphere to slow down our spaceships for re-entry.

For a lot more on this, see my answer to Why is it so difficult to penetrate our atmosphere with a returning spacecraft? In other words, why can’t the vehicle slowly enter our atmosphere?