If a space probe falls on the moon, does it make a sound?
Interesting philosophical questions though :)
I know it's actually quite dry, thin, and dusty, but half the density of common Earth rock (~1.6 v. ~2.7g/cm³) should still conduct some sound. If you put your ear (or more likely, a microphone) on the ground...
What if we had sticky landing pads? And literally glued the probe to the surface? ( No. You would either have to find a rock or you would simply collect dust. )
There are many brilliant ideas here.