Plus Mars has an atmosphere (95% CO2, 3% Nitrogen, 2% Argon, 1% other at 1% of Earth atmospheric presure IIRC), which the Moon utterly lacks. Compress that int

Plus Mars has an atmosphere (95% CO2, 3% Nitrogen, 2% Argon, 1% other at 1% of Earth atmospheric presure IIRC), which the Moon utterly lacks. Compress that into a tank and you can chemically (or biologically) convert that into an oxygen-nitrogen atmosphere to breathe.