You can repeat that as often as you want, that does not make it true.

SpaceX clearly did not think that for their mars architecture needed a moon testing step. Mars concepts such as Mars Direct did not include such a step.

Unless you have extreme time pressure its much, much, much preferable to test on Earth and Mars, rather then the Moon. Earth because it's by far the cheapest, and it shares a reasonable amount with Mars, and Mars because that's where you want to go anyway.

The only advantage that the moon has is that it is closer than mars in pure distance. That advantage is eradicated when you consider the much more important DeltaV.

Isn't Earth closer to Mars half a (lunar) month ?

No. The Moon is in orbit around the Earth and both the Earth and Mars are in orbit around the sun. The Moon varies between 360,000 and 400,000 km away and the closest Mars gets to us is 54,600,000 kilometers. Those numbers are a bit of an exaggeration because how much fuel you need is just as important as absolute distance/time to travel and for that you need 4 km/s of delta-v to get from Earth orbit to Moon orbit and 5.7 km/s to get to Mars orbit.

I meant that the Earth is closer to Mars than the Moon is, not that Mars is closer to Earth than the Moon is (of course it isn't, that would make for a big, big blood moon)

Oh, in that case then the relevant metric is probably delta-v in which case the Moon is always a lot closer to Mars than th Earth is. See here:

http://i.imgur.com/SqdzxzF.png