The Expanse series, despite not being 'hard SF', does explore a bit of the challenges in detail. Mars is too cold and too dead, and Jovian moons are too far from the sun.
You can build arcologies or other artificial habitats where life can be sustained, but the supply chain for making sure those habitats stay up will still require Earth. If anything goes wrong, most everything a habitat will die, and you will need another supply of ready humans and plant/animals to repopulate it.
If anything goes wrong, you likely will not have a sufficiently self-sustained autarkic supply chain on Mars to bootstrap the process from scratch again, hence Earth.
Earth is an 'infinite' (from the POV of a relatively dead place) supply of biodiversity, genes, organics, people, and manufactured goods.
If you really believe this, then you clearly don't understand just how inhospitable the rest of the universe is to human life. Antarctica is tough for us... Mars is antarctica without breathable air. Colder, far less pressure. Every resource your life depends on is difficult or impossible to get on Mars. You evolved here, not mars. And probably for the rest of my life, going there without a way back is a death sentence.
Do you really think Musk is planning to go to a lifeless planet to suffer and die?