There are some pros of martian colonization efforts over comparable efforts in the Gobi desert. For one there is a compelling reason to colonize for at least a portion of the population. It would be the opportunity of a lifetime to study planetary geology up close, put terraforming theories to the test, and produce fuel/water for further space missions using the reduced gravity and atmospheric drag.

On the other hand the fact that "going for a walk" will be extremely difficult will motivate increased focus on cavern excavation and other construction underground. These are "necessities" on mars but would be "interesting" in the gobi dessert.