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.