Domesticating animals is essentially taking their natural social instincts and getting them to respond to humans in place of other members of their own species. Horses and camels are naturally pack animals. They have social instincts that prompt them to tolerate other animals in their space, pay attention to the behavior of the animals around them, respond to guidance from other animals as to when to move, eat, rest, etc.

Moose are solitary animals. They don't have the same set of social instincts that humans can take advantage of. There are individual cases of moose getting friendly enough with humans to allow people to ride them, but it's not something that works at a large scale.

(Which is too bad, really, because riding moose would definitely be awesome!)

The Soviets worked on domesticating moose as a great transportation animal in the arctic, possibly as cavalry. It never really took off but continues to some extent at Kostromo moose farm.

There are stories of the Swedish government in the Early Modern trying to train and raise moose cavalry, but this appears to be a tall tale when pursued. Dr. Minaev at Kostromo wrote about it at their site.

Kostromo is a dairy farm, based on the perceived benefits of moose milk in Soviet/Russian medicine.

Shortly after birth, calves are removed from their mothers and will be bottle fed until weaning by one woman, that moose's human contact. In the case of female calves, she is its future milkmaid. In the meantime, the cow's milk maid continues to work with her. I have in my collection photos of women at Kostromo riding their moose.

Bull moose, once adolescent, spend part of the year being totally intractable, fighting other males and looking for mates. No one has been much interested in neutering them, it seems. Entire males grow seasonal antlers that they shed. Neutered males grow permanent "devil's antlers," more like crazy horns. No one talks about neutering them as calves.

But outside of rutting season, even bull moose are relatively timid and, yes, solitary. They don't herd well. At Kostromo, they loose their animals into the woods to feed themselves, as they seem to need a varied diet, from bark and twigs to water plants. They call them back for the night with loudspeakers playing recordings of their humans calling them. Cows come back to be relieved of milk, and all returnees get warm salt water and oat mash.

Outside of Russia, there's the occasional Canadian who has put one or two in harness on a buckboard, or put a cow under saddle.

Moose are at a very early stage of domestication. They tend to bond to one human and sort of tolerate the rest. They aren't strong under saddle. It would require a few hundred years of selective breeding to get a well socialized animal with the physical strength and emotional heart, and simple obedience to be a good mount.

It's counterfactual to ask, "Why didn't something happen?" It didn't, is all. It's just the same as, "Why didn't people domesticate zebras?" It's not impossible, it just didn't happen.