Actually, it's the other way around, Mars is far more appealing than the moon, aside from the distance.
* A Mars day is only very slightly longer than Earth's, within the range than humans can readily adapt to, versus the 655+ hour lunar day. That means no unpleasant 2-week night to deal with, and far less extreme temperature swings. A lunar colony could theoretically be built on a Peak of Eternal Light, but that means being far away from any available water.
* Mars has an atmosphere, so
- temperature swings are even less extreme due to convection
- the dust has all been wind-weathered smooth, unlike the razor-sharp lunar dust that is still as jagged as the day it was shattered by meteor impacts
- aircraft are possible
- ... but the atmosphere is so thin that even the sometimes very high winds have no force behind them, and it's almost vacuum so far as thermal losses are concerned
* Mars has ample readily-available resources:
- you've got all the near-pure CO2 atmosphere you could want delivered to your front door - ample feed-stock for growing plants, breathable oxygen, and carbon- and cellulose-based construction materials
- there's lots of water. Especially at the poles, but there's evidence for vast sub-surface glaciers as well.
And with those two, plus sand, you can build almost everything you need to eventually be self-sustaining.