While I am a fan of the "space magic" explanation, I like when Sci-Fi actually adds Sci to the Fi to some degree, so I'd like to try and make some theories for the different locations.
For the moon, while it is hollow, it also has a black hole/portal in the center (oversoul). I think that gravity could easily be explained by that with some help of "what are the odds??" In reference to either the "black hole" being the exact right size or the portal connecting to something earth-sized on the other side. Well, "black hole" doesn't really work because the point of no return for an event horizon of Earth is smaller than a baseball and the oversoul is huge, but the oversoul could just be very dense. Just not a singularity.
Venus is eighty-something percent earth's gravity, so it might not be enough of a difference. Assuming it is though, it's worth noting that the vex implemented enough mechanisms into a planet that it almost became a giant machine. We don't know what vex are made out of, but the material could be very dense. It's likely and exotic material since Praedyth used it to form the relic(s) (I believe that every relic is the same relic and that Praedyth could only make one with his dying light, including when we use two relics at once. After all, Praedyth says that "no one can enter the vault alone. I entered by myself, but I was not alone." So I believe that he went with himself from a different timeline and they entered the vault together.) in the vault of glass. Plus, if you don't think that the vex could possibly be made of a super dense material based on their movements, it's likely that the cube-like constructs are made from something else based on appearance, and that's the stuff that matters. Then there's the VoG itself. It's very timey-wimey in there, so maybe the matter within the VoG applies itself multiple times since it seems to exist at multiple points in time simultaneously.
Mercury has PvP maps, so building on the same logic as Venus, Mercury could have the same material, but much more of it since the vex actually successfully finished turning Mercury into a machine before abandoning it. I don't know much about Mercury in Destiny though, so.... That's all I got on that.
On the Reef, it could be as easily explained as being on a ship with artificial gravity since that's the only place you walk in that cutscene. I think the new social area in the reef will also be a ship, so same logic.
The only place that I can't think of anything for is Mars. The Cabal are 800lbs, so they probably come from a planet where the gravity is much less than on Earth, so they would have no reason to change it even if they could. And the vex have even less control on Mars than on Venus since they constantly fight the Cabal, so the Venus/Mercury logic couldn't be applied because Mars needs even more mass than Venus to be Earth weight. And it can't be anything to do with the Black Garden/Heart because that's destroyed in the story...... Unless it wasn't really.