Taking her helmet off is not necessary. You can always build in speakers and microphones on the outside of the helmet, to let sound carry from outside the helmet. But of course, these would have absolutely no effect on the Moon, since there isn't any atmosphere to carry the sound. Though this may work on Mars, or other planets with some atmosphere. However, the sound can carry through the Moon's surface itself, similar to how if you put your ears to the ground on Earth, you can hear sounds even louder that way. Perhaps they could build the microphones & speakers into the boots of the spacesuit, as sound will carry through the Moon's ground.
On the other hand, you can get a sort of sound wave going through empty space. They are called gravitational waves. But gravitational waves require so much energy that basically you can only hear neutron stars and black holes colliding to make the sound. You couldn't send your own voice through space that way.