Simulating Martian air density is trivial, just build a vacuum chamber, remove the air, add some CO2 up to the right pressure. But simulating less gravity is incredibly hard:

Tethers are cheap but don't really allow free flight. Parabolic flights only give you a few seconds in fairly cramped space, and getting the low air density inside a plane sounds tough. A large spinning laboratory in space that can be spun up to simulate the desired gravity would be a solution, but we don't have that.