It's much easier to maintain an internal pressure against an external vacuum than it is to maintain an internal low pressure against an external high pressure.

It's much easier to maintain an internal pressure against an external vacuum than it is to maintain an internal low pressure against an external high pressure. Mechanically, the former is much stronger - tension is easier to manage than compression, so catastrophic failures are less likely. Also, if you suffer a minor failure, it's fairly easy to maintain pressure just by releasing a little more air into the system. On Venus, a small puncture will hiss with sulfuric acid. Forced to choose between fighting cold and low pressure or fighting heat, high pressure, and fighting gravity that wants you to plummet 50 km through the acid clouds....I'd pick the Martian colony, thank you very much!