Persecution is certainly one motivator, but hardly the only one. Some people are driven to explore, some are religious nuts looking for whatever they look for, some just hate civilization or people or their family or whatever, some can't explain their motives.
Civilization isn't for everyone.
I don't think that follows. The forces that exert a stranglehold on terrestrial freedom-seekers will exert 10x the grip on territories where the resources required to contain dissidence are greater than terrestrially. If they won't let people run around in the Ozarks with machine guns, they sure won't let them on spacecraft in a fragile space colony.
The simple fact that an extraterrestrial colony requires more resources than a terrestrial one implies there will be limited freedom there. At least until the planet is somehow liberated from excessive control. But I don't see how that will happen until thousands of planets are available to the point that Authority can abandon a planet...
...or until a "Space-Columbus" is able to colonize another planet without the control of a terrestrial force or until another planet is able to liberate itself from Earthlings. That will take a while, but I guess you have to start somewhere and maybe SpaceX is it. :)
Would it be immune to accelerated climate change on Earth?
availability of land isnt the only factor here.
(i dont actually know the answer to these questions, and obviously it would likely depend on the details of this water habitat)
In the distant future, Mars may not necessarily afford protection either.
It's going to be sad if the doctrine of mutually-assured destruction some day applies within a multi-planetary context.
Most likely this would take the form of national territories being established on Mars by existing nuclear powers, the weapons either being imported or fabricated on-site.
Of course, the wierder scenario is one where advancements in propulsion technology allow for faster and cheaper delivery of payloads to Mars, resulting in some sort of Earth-to-Mars nuclear strike capability. Transit may remain quite latent, but it could still do the job. Imagine having weeks or months to contemplate an incoming nuclear attack.
http://www.space.com/18504-mars-rover-curiosity-astronaut-ra...
The Moon, on the other hand, is baldly exposed:
https://science.nasa.gov/science-news/science-at-nasa/2005/0...