Mars has some stuff that the Moon doesn't: volatiles.
According to Wikipedia (https://en.wikipedia.org/wiki/Volatiles):
In planetary science, volatiles are the group of chemical elements and chemical compounds with low boiling points that are associated with a planet's or moon's crust or atmosphere. Examples include nitrogen, water, carbon dioxide, ammonia, hydrogen, methane and sulfur dioxide.
Of these the only one we're likely to find on the moon is water, and there probably isn't very much of it. In comparison, there's a whole bunch of water just sitting on the Martian surface in the northern polar ice cap. Carbon dioxide and nitrogen are available literally all over the planet -- sure the Martian air is thin, but compressing it is a fairly trivial exercise.
And if we can figure out how to aerobrake large vehicles then the delta-V to Mars isn't a whole lot different than to get to the Moon.
Mars is a much better science target as well. It's pretty unlikely that there was ever any life on the moon, but with Mars it seems like there is a real possibility. Mars also appears to have experienced geological processes similar to the earth. Studying the up close may allow us to learn things about similar processes on earth.
It's farther away, and that certainly adds a lot of difficulty and risk, but it is still reachable with essentially the same technology as the moon, and there are compelling reasons to go.
(That said, I totally think we should use moon missions as a testing ground for the technology needed for a Mars mission.)