Mars will be a dangerous environment, but it won't be as dangerous as the moon. For example, if your Mars base is set up near the polar cap or near easily mineable permafrost, then a major atmospheric loss can be replaced by combining oxygen cracked from the ice using electrolysis and nitrogen sourced from the martian atmosphere. It is unlikely that a moonbase would have a similar option.

The martian atmosphere may not provide a lot of radiation protection but it provides way more than you get on the moon. And again, if you've got access to ice, you can use it to fairly easily create radiation shielding for your base.

It could be a situation where difficulty of receiving aid from Earth is offset by a lower risk of things going catastrophically wrong.

That said, if I was planning a mission to Mars, I would want extensive redundancy throughout all of my systems. One thing to keep in mind, a modern Mars mission does not need to be mass-limited in the same way that the Apollo missions were. SpaceX has already greatly reduced the cost of putting mass in orbit, and if Blue Origin can actually make New Glenn work, then you are looking at a substantial reduction from SpaceX's current cost-to-orbit.

Radiation shielding on the moon can be done by living in a crevasse.

We have yet to know what can be produced from Moon materials. A couple bags of rocks tell is pretty much nothing about the variety that may be available. After all, what would a couple bags tell you about Earth?

Does it matter? I think there will be enough qualified candidates who know, understand and are willing to take the risk.