At first glance they do, but if you look harder, you can find a lot of similarities that tell you they're related. They have the same sort of body structure, hooves, diet, and just like other deer you may be thinking of, moose periodically lose their antlers every year and grow a whole new pair.
Now, there are some other creatures it may be hard to believe are related. But as for moose and deer, all you have to do is look hard enough, and it's easy to see!
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Now, there are some other creatures it may be hard to believe are related. But as for moose and deer, all you have to do is look hard enough, and it's easy to see!