Someone going to a small colony on Mars would be no different from Polynesians crossing oceans or people packing up and moving across the continent in 1800s.
If Mars was like California, that would be true. But in fact Mars has no biosphere, little atmosphere, little water, and few accessible natural resources.
Fun fact #1: People living in Antarctica commonly suffer from severe depression due to the fact that they have to spend 6 months of the year indoors with little natural light and not much to do.
Fun fact #2: For humans, Antarctica is a veritable Garden of Eden compared to Mars.
Fun fact #3: People living in Antarctica have the option of returning home at end of the winter if they can't handle it. People living on Mars will have no such option, and therefore very little to look forward to other than more of the same until they die.
Prediction: The #1 cause of death on Mars will be suicide. The #2 cause of death on Mars will be homicide.