Notice what all those problems had in common - not walking or getting much exercise. There's gravity on Mars, people will walk around. What research we've been able to do suggests that at least the worst of the problems are specific to microgravity, not just lower gravity. Will there be some problems on Mars? Quite possibly. But we'll never know what they are, or whether their serious enough to be a major issue until we make the attempt.
Now, if you're talking about issues that might prevent colonists from returning to Earth, well then I'm inclined to agree, especially for native-born Martians. A skeletal system that's only ever known 0.4g will probably be severely stressed by being suddenly subjected to 2.5x as much. Not to mention it's extremely unlikely their muscles would be strong enough for them to maneuver effectively. Though in counterpoint centrifuge tests seem to suggest that people can adapt to functioning at 2g's, and a Martian would have the added advantage of a genetic heritage developed to handle a full 1g.
That's only a problem for Martians who want to return to Earth. Sucks if you decide you don't like Mars, but isn't really relevant to Martians living on Mars. All that's important there is whether low gravity causes serious health problems. And so far I'm not aware of a single study that identifies any microgravity problem that wouldn't be drastically reduced if not completely eliminated in the presence of Mars gravity. Not saying they won't exist, but they probably won't be immediately life-threatening, and there's only one way to find out.
As for buildings, perhaps I spoke too florally, your city wouldn't be one huge dome, but many smaller ones. At least at first. It's unlikely be terribly inconvenient to build concrete domes of a few hundred to several thousand square feet - we can build one in a couple days on Earth, including site preparation, using a single semi-trailer worth of equipment. Cast the foundation, inflate the form, blow the concrete. Probably want some sort of reinforcements in there too, that adds a little time. Then remove the form and repeat, With care they're typically good for at least several dozen domes on Earth. Seems like a no-brainer to ship an adapted version to Mars. You'd obviously need to develop a concrete formula using local materials, but people are already working on that, and early results are promising.
So, build clusters of domes, as many as you like, and cover the inner walls with airtight "paint". Lots of local options for that, nanocellulose being one that has lots of other applications as well (it's roughly as strong as aluminum). Then you've got a city that can grow organically - just build a new dome against existing ones and cut holes in the intersecting walls. Put in pressure doors at least occasionally so you can limit the damage from inevitable failures.
Make that the plan and you could probably have the first domes up within a year, maybe much sooner. And once you've established sources for materials, making more domes will be much faster. Of course the first wave of pioneers settlers will likely initially live in pre-fabricated buried shelters since you don't want their survival dependent on not having bad luck procuring local materials, but finding the necessary local resources to support rapid growth is likely to be an extremely high priority, both for the long-term plan and their own comfort.
Now living inside all the time - yeah, that's probably going to wear on people. I would be a hard sell. Though I doubt hiking would be a huge problem - if you can handle the radiation from a month in space, a few hours outside probably isn't going to be a big problem, though you might want to avoid it in the months leading up to conceiving a child. Especially since the planet will be blocking half of the extra-solar radiation. And cabin fever tends to be much less of an issue as size increases. Build something mall size with lots of public spaces, and I'd venture it's not a horrible problem. And hey, talk about your prime market for virtual reality entertainment! Meanwhile you've got great sound insulation between domes, and people don't really need all that much personal space, current standards are a statistical fluke, both globally and historically. A hundred square feet of personal apartment is probably suitably luxurious, and the beauty of domes is that the bigger you make them, the cheaper they get.
Yeah, lots of speculation in that last paragraph, but there hasn't been a lot of research