Not detracting from what the colonists did, but they knew that they only needed to pack enough food and water for the voyage and the settlement time, plus the knowledge they could breath was an additional bonus.
And they also didn't require many billions of dollars of taxpayer funding to support their one-way trip - they paid their own way.
If someone wants to build a rocket to Mars in their backyard using their own funding, then go ahead, and any ethical considerations are your own, with the caveat that local and federal prosecutors might have different opinions than yours.
That said, another analogy is that we don't allow institutions to perform medical experiments on people that will cause harm to them, even if they volunteer with full knowledge of the consequences. We, as a society, consider this to be immoral.
While I know that society often puts people in positions where harm might very well occur (test pilots, astronauts, medical procedures), the usual assumption is that every effort will be made to prevent harm. I'm struggling to discern how this is different.
It may be - it's just with two minutes thought, I'm not able to articulate why it's ok to kill an astronaut on a one-way mission and it isn't to kill a person in a medical experiment that might well save lives. Because in the latter case, it's definitely something society has decided not to allow.