I think it really comes down to the distance. Mars is much further away. I believe the shortest one-way trip is 9 months (or maybe it's 2 years?) which means the colony/outpost must be 100% self-sustaining for at least that period of time. It will also require new technologies to make sure that humans can make the trip (sane and healthy) and that engineer products to last for that trip. Also, communication. We'll have to invent different communication procedures and technologies to support a colony on Mars. I think it'll also lead to new propulsion methods because eventually humans will want to make that trip go much faster. Of course the same can be said for the moon, but if the trip currently takes a few days you can only do it so much faster compared to how much more quickly you might be able to shorten a trip to Mars.

To summarize, many of the problems are similar but at much greater scales. I mean, hell we actually put people on the moon. No human has set foot on Mars.

The ISRU profiles of both bodies are significantly different and Mars has much higher gravity.

The Moon is, first and foremost, a weapons platform, and any every competent military sees it as such. There will never be a functioning colony on the Moon until the Earth is unified under a single government.

Mars is far enough away that colonization is possible, and the technology needs are so dramatic that we’ll have to develop a comprehensive deployment plan to bootstrap self-sufficiency from the start. Despite 150 years of industrialization on Earth, we still lack an experimentally tested plan to reboot.

> The Moon is, first and foremost, a weapons platform

This just isn't true. To quote Isaac Arthur, "there is no such thing as an unarmed spaceship". Kinetic energy is all the weapon you need.

Any colony on the Moon or Mars would need to be essentially self-sufficient from day one because the cost of getting payloads to eitehr are so vast to be uneconomical.

The Moon is the ultimate high ground in the Earth-Moon system. A mass driver that can fling rocks at the Earth is an extremely potent and easily maintained weapon. Much simpler than nukes. Could be remotely operated.

I always thought the "but look at all the science we got out of it" line was rationalization. The Moon race happened because it was a contest. The reason I would buy for either Moon or Mars colonies would be access to resources in the belt.

My guess (and possibly hope) is cheap industrial scale deployments of Sabatier carbon capture.