I don't know why. Long-term survival seems unlikely for the first batch of colonists. It's almost inevitable that there will be some sort of disaster. And even if not, you'd have to live underground to avoid the radiation. Ever want to go for a walk? Not so easy on mars. Surely you'd start to feel caged after just a few weeks. Because you are.
And yet I can't get it out of my head how tempting it would be. Why? Is it genetic? I've heard that one reason neanderthals died out is they would migrate until running into an obstacle, like the ocean, and then settle there on their perfectly-good land. The net result was that neanderthals stopped expanding. Whereas we did things that didn't make sense: launch ourselves into the sea, for example. And now we want to launch ourselves into the vast nothingness of literally-nothing, to go live as moles in a confined area, possibly without most of the amenities we take for granted.
Yet I think I would. I just wish I could figure out why.
Part of it is a longing for community. Life sometimes seems so pre-packaged. It's an awesome life, to be sure, and in the society you're reading this comment in, you probably have a lot of power to affect your life. You could get rich. Or you could move to a new country, or decide what career you want. But it's all been done before. And I think Mars is an escape hatch from that. There, the frontier exists. Even if it's the life of a mole in a cage, it's a cage nobody has ever dared to build before. And that's exciting.