Traditionally deep space bandwidth is low so that sending huge amount of data takes a long time in addition to time of travel.
There is a lot of investment / ongoing research into this because it would also help us locally (bypassing the need of undersea cables for an example).
Quantum entanglement does not allow you to communicate. It just means two particles have a linked but random state.
Even in a future where there's a city on Mars, that seems unlikely.
But as the size of a colony grows, it just makes more and more sense to sync up as much data as possible. Eg a YouTube Mars which downlinks ahead of time trending videos + videos from people subscribed to by Martians + videos the algorithm thinks Martians will like and uplinks the same stuff for Earth.
Recently I looked up how long it takes light to go to Mars from Earth : it's between 3 and 20 minutes depending on their relative positions.