The dust on the moon is extremely abrasive, the temperature fluctuations are more extreme, there is no atmosphere that provides protection against meteorites an

The dust on the moon is extremely abrasive, the temperature fluctuations are more extreme, there is no atmosphere that provides protection against meteorites and high energy particles (not that mars has a thick atmosphere, but it is better than nothing), and the gravity of the moon would be a lot harder for humans to adjust to.