You'd obviously need more fuel, and fuel that can burn in a completely different atmosphere then it's intended to run in. It's an invalid test for the kind of useful metrics that would be obtainable in a "pure" vacume out in space.
Finally, we don't need to land on the moon, or Earth, or anywhere else, to validate a method of landing on Mars, because we already know how to land on all of those things. We've done it plenty of times before, in all cases; the difference between doing it manned and doing it unmanned is purely one of mass.
Anything that can sustain humans for an extended period of time is going to weigh a lot more. EDL (Entry descent and landing) is a solvable problem, but it's not a solved one. You can find lots of recent work on it by googling that term.
Not to disagree that we can test on Earth better than the moon. Mars has a light atmosphere, but it doesn't have no atmosphere.
[0] https://en.wikipedia.org/wiki/Low-Density_Supersonic_Deceler...
Gravity will still be too high, gravity at the ISS is 0.89 times gravity on the ground and you obviously need to be lower than that. But it's definitely the closest we can get to a large scale martian atmosphere.