...how? It's further. It has no atmosphere. There is no water or carbon.
Mars's atmosphere is pretty useless for humans.
Δv, the only metric that matters. Mercury is at 5.5 km/s from LEO, vs 3.6 km/s from LEO for Mars.
Oxygen, carbon, nitrogen and hydrogen make up 95+ percent of a human by mass. Mars has all four, the first three in the atmosphere.
By contrast Mars is bizarrely similar to Earth. It has almost identical axial tilt resulting in a similar seasonal cycle, a similar annual cycle, extensive mineral resources, some atmosphere simplifying landing - providing protection from meteorites, etc. It has temperature ranges that, like Earth, vary wildly due to seasonality, but are locally consistent. For instance on a summer day near the equator, it hits about 20C on Mars. If not for the blood boilingly low atmosphere, it'd be down right comfy.
Anyhow, kind of a rambling disorganized comparison because I'm in a rush - but yeah, Mars is almost eerily Earth like. In that if life was a video game Mars would be the kind of obvious 'next level', to a degree that makes it feel scripted. Even some chemical reactions like the Sabatier Reaction [1] (Martian atmosphere + electrolyzed ice => methane + oxygen + water) just feel too convenient to be true, but they are.
Dig a bit, and temperatures even out. Same as on Mercury.
About the light: you are going to stay indoors anyway.
About gravity: spin! You can build something that looks a bit like a giant funnel, spin that, and live on the inside. If you set up the speed of rotation and degree of incline right, the centripetal force and the moon's gravity will combine to point perpendicular to the surface you are standing on.
You are right that Mars has some interesting peculiarities. But the logistics are a million times harder than getting to and from the moon. So good luck getting a rescue mission there.
In addition, I would advice against contaminating Mars with earth life, if we still want to study it, and figure out if it ever had life. (The moon is and always has been almost certainly sterile.)
You can create habitats from scratch, or you can have colonies on the moon.
Even Mercury is better than Mars.