That's entirely ignoring the cost and difficulty of setting up, running and maintaining a large industry on the moon. Even your base premise is wrong, the most expensive part of a rocket isn't the fuel, it's the rocket itself, that's why reusable rockets are the trend now.

Let's illustrate how unnecessary it is to refuel on the moon, then go to another place like for example, Mars.

It takes similar amount of fuel to go to Mars compared to the moon. What you are suggesting is that instead of launching and refueling from Earth, then head to Mars, we should:

1. Launch all the machines and equipments needed for a mining and refinery facility on the moon.

2. Assemble, run and maintain said facility with materials from Earth, because the moon doesn't have all resources needed to be self sustaining.

3. Launch a rocket all the way to the moon, land, refuel and take off again towards destination, in this case Mars.

There's all disadvantages and no advantage to what you suggested, it's like taking a massive detour to build a new gas station in the middle of nowhere just so you can continue on a trip, instead of going to the gas station nearest to you. I simply cannot see the value in setting up moon as a gas station of space, not with current and near future technology.