Noble gases can tell astronomers about the thermal history of a comet - and by knowing how warm or cold a comet has been, we get clues about where it was formed. The name fits, for argon, like all noble gases, is inert. It doesn't normally interact chemically with other elements. Its outer electron shell is filled, leaving no places where it can combine with other elements and form compounds. These metallic elements are also very unreactive in their normal state and do not easily form compounds.
Water is a compound - it's two atoms of hydrogen and one atom of oxygen.
Ammonia exists in nature as a compound, one atom of nitrogen bound to three atoms of hydrogen. Argon is lost from icy bodies like comets at very low temperatures. We see the same process at work when a piece of dry ice is exposed to room temperature. Dry ice, after all, is nothing but carbon dioxide that's so cold that it is has assumed it solid form. Argon, too, is a solid when the temperatures are cold enough.