Seconding Khedrac here. In Spelljammer, gravity is an all-or-nothing force. Either it's a full 1G force, acting in the direction that's "most convenient", or it's nothing. And celestial bodies don't orbit due to gravity, either (most celestial bodies are well outside the gravity effects of each other). They could be carried by starbeasts (think the world resting on the back of four elephants all standing on the back of a turtle), or follow regular (circular) orbits, hang from the branches of a giant tree, not orbit at all, or something else entirely.
So moons orbiting nothing are completely fine as far as Grubbian Physics (named after Jeff Grubb) goes.
I think World Void or Missing World are the best descriptions for the phenomena described.