I think it's mainly that Mars has an atmosphere, which helps shield it from radiation and asteroids, regulates the temperature, and creates weather like wind an

I think it's mainly that Mars has an atmosphere, which helps shield it from radiation and asteroids, regulates the temperature, and creates weather like wind and even carbon-dioxide snow. The Moon basically doesn't have an atmosphere, which makes it a much harsher place to survive. Mars also has more gravity than the Moon, has a day-night cycle, and has subsurface water, all of which would likely be very important to a long-term human colony.