You could colonize a million people in Antarctica for a fraction of the cost of sending a million people to Mars. Unlike Mars, water and air are abundant in Antarctica, and the earth's magnetic field would provide protection from solar radiation. Transportation, not having to deal with leaving a gravity well, would be infinitely cheaper. And there is the possibility of finding oil and coal deposits in Antarctica, something very unlikely to happen in Mars. There would be issues of international law regarding ownership of the southern continent, but then the same issues exist for Mars.
Yet, despite this infinitely easier environment to survive in Antarctica, we've never managed more than seasonal colonies entirely dependent on resupply from the mainland, most of these bases clustered in edge of the continent where they are easily accessible, and none of them having permanent inhabitants. Once we manage to establish a permanent, self-sustaining settlement in the heart of the Antarctic Plateau, then we can discuss establishing a settlement on Mars.