The question is how much harder is it to build a self-sustaining civilization on the moon than Mars, and is that difference worth the easier orbit?

I don't know the answer. I suspect what matters is the number of stages to orbit for a large mass vehicle. We can just about build a single stage craft from earth, but it can't carry anything. On Mars, a SSTO can carry many tons. You could carry even more from the moon, but I suspect a viable SSTO to orbit is key, and a few extra tons doesn't add much. So at that point, you may as well go with the warmer site with more-comfortable gravity, Mars.

This was the most approachable explanation of gravity wells I've seen.