Except that it takes about 6 months for a gun from Earth to get to Mars. It's hard governing a place you can't easily reach.

And if a Mars colony really is self sustaining, stopping supply runs also doesn't do as much as you'd maybe like. Sending a gun(ship) might also be prohibitively expensive.

There's probably a lot of fiction written about exactly this topic. Maybe the Martians could buy their independence with Epstein drives.