This is a very valid question and we should all be asking this. Mars has approximately 200 estimated asteroid impacts per year (https://www.space.com/21198-mars-asteroid-strikes-common.htm... - a bit dated) while earth has about 10-12, most hitting water. The vast majority disintegrate in our atmosphere (https://www.hq.nasa.gov/office/pao/History/impact.html).

While I understand the need for us to look to the stars and dream big, if catastrophic destruction is the primary driver for looking for settling on Mars, we should ask if Antarctica might be a better first choice.