The Moon can be useful as an outpost, like Antartica. In contrast Mars can be made into an actual home for us.

Also, as others have pointed, closer/further is a tricky thing when talking about interplanetary travel: http://www.marssociety.org/home/about/faq/#Q12

There's at least one colonization plan floating around using what's essentially Apollo-era hardware for getting to Mars for that Delta-v related reason.