Answer
It would be easier to drive on the earth.
Work Step by Step
In an unbanked curve, static friction provides the centripetal force stopping the car from sliding. We have $$F_c=f_s^{max}=\mu_sF_N$$
Assume there is no vertical acceleration, so that $F_N=mg$ $$F_c=\mu_smg$$
All things being equal, the difference between earth and the moon is gravitational acceleration $g$. $g_{moon}\lt g_{earth}$, so $f_s^{max}$ on the moon is smaller than $f_s^{max}$ on earth, meaning the car is more prone to sliding on the moon.
