Yes, infrared scopes on earth have challenges and are not equally viable for all wavelengths. But VISTA, UKIRT, IRTF, etc, cover a substantial amount of the near and intermediate infrared-- the latter two are high enough to reach into a reasonable amount of the far infrared.

Most of JWST's wavelength coverage is energies that terrestrial telescopes can do (just less well). It's not like Herschel which went into the far, far infrared (and had its life limited by liquid He as a result).

Re: Moon-- Why put a telescope down a gravity well?

Most of the discussion of telescopes on the moon I've heard has been about radio telescopes, where a huge hunk of rock between you and Earth can be a feature.