Slight clarification: while there have been traces of methane detected on Mars, there's probably not enough to be able to easily use it as fuel. Methane is still beneficial for refueling on Mars, though, because you can make it in place out of water (which is plentiful on Mars as water ice) and CO2 (also plentiful, in the atmosphere) using the Sabatier process. So it remains the case that methane as fuel lets you avoid needing to bring enough fuel for a round trip.