Yet you can make photographs of Moon touching horizon:
Where is all your thick atmosphere? Or Moon is closer than continent beyond the sea?
That's an obviously photoshopped image.
Here are some real images (mixed in with a few obviously photoshopped ones). I'd share my own telephoto "moon on horizon" photos, but since I sell a few photos on the side for fun, it could give my identity away (no that it would be impossible otherwise). I say this because I have a pretty good idea of how they really look, after staring at countless such photos over the years on large monitors for hours.
And to answer your question, the reason you can see the moon on the horizon is because the Earth is round. You'll notice that the horizon in most of the best "moon on the horizon" photos is pretty close, and the vantage point is from low. Since the Earth is curved, the light from the moon isn't traveling through the densest lower atmosphere for too long - long enough to filter out the blue end of the spectrum, and often distort the shape - depending on how close to the horizon it is. You'll notice that the most striking moon/horizon photos are taken from down low, looking at an upward angle. The lower in the sky the moon, the redder and more distorted. Examples:
But if you look at photos of the moon on the horizon from the other way around - from up high, looking down to flatter terrain (or with no foreground obstructions), then you see it more obscured by the atmosphere. Examples (the first one obviously a composite of multiple real shots):
But even then, the horizon still isn't more than 100 miles away or so. (At 10,000 feet you can see about 120 miles under perfect conditions, give or take. In the FE model, of course.) That's a far cry from being able to see all the way across an ocean (if the Earth were flat.) No matter how low or high you were, the horizon wouldn't be a sharp line - it would disappear into a reddish, warping haze - more or less so depending on conditions - Kind of like the Eastern plains of Colorado do when viewed from the top of Pike's Peak, like so: