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In this article, we investigate the maximum entropy moment closure in gas dynamics. We show that the usual choice of polynomial weight functions may lead to hyperbolic systems with an unpleasant state space: equilibrium states are boundary points with possibly singular fluxes. In order to avoid singularities, the necessary arises to find weight functions which growing sub-quadratically at infinity. Unfortunately, this requirement leads to a conflict with Galilean invariance of the moment systems because we can show that rotational and translational invariant, finite dimensional function spaces necessarily consist of polynomials.