I would love to live on Pluto. I'm sure lots of people would. Anyway, we evolved without Twitter and HN too, but here we are, spending our waking hours online. Many people alive today have never physically even visited 'real' nature and are (probably, mostly) fine without it.
I don't think 'we evolved to X and therefore would never want Y" holds much water.
It’s odd how easily we forget the simple things, like having a blue sky and a distant horizon. Or feeling the pull of the earth beneath our feet. Or the myriad of subtle scents in our nose, that immerse us even when we are unaware of them.
A little searching online will find you plenty of studies that show how nature, both simple and complex, reduce mental stresses in humans.
It seems prudent to at least assume that the environment in which we arose and for which we are adapted, would be not only better suited for the human body but also for its mind.
As a starting point for research into the effects of a similar, but still far more “natural”, environment: https://en.wikipedia.org/wiki/Winter-over_syndrome
All that said, I suppose it’s possible that humans born on Pluto might fair better. We probably (hopefully) have very few case studies that could even begin to provide some insight into such a scenario. So who knows…
Placing a magnetic shield in front of Mars to protect its atmosphere from the solar wind seems far more practical.
You take the entire planet apart and use the entire mass. It contains large amounts of nitrogen, carbon monoxide, water and stony material. Use the energy of D+D fusion to do the job. Fabricate a small megastructure (compared to Niven's Ringworld or Dyson's sphere.) that never the less have much more floor space than the inner solar system.
I imagine it shopping malls for millions of miles as is shown in some O'Neill graphics and also Wall-E. Some people would find it comfortable.
It would be a big space and have some room for "nature". It looks hard for me to see how to provide relief like a mountain range unless the relief is axisymmetric.
I sketched out a very small Bernal sphere for a showy space hotel where it would be quite easy to climb up to the low-gravity "hub". It needs 15 starship loads of N2 for the atmosphere - pluto has a lot of N2 and could enable those bit O'Neill airspaces.
But if you say you would like to live on Pluto, I have trouble constructing a model in my head of your rationale.
I mean, you could live underground on Earth. Or in Antarctica. Or in a remote desert. Or underwater.
And you could have practically the same experience of Pluto via robotic means, whether or not you were also there.
On the other hand, actually being there would make it impossible to utilize the resources of Earth if and when something unexpected happens.
I can't think of anything but downsides (same applies to Mars).
In the remote future, if humans could be modified to live on the surface of other planets without equipment and build up a civilization as if indigenous, that appeals to my imagination. But surely that's a long time away.
A "colony" that is scrap and a tomb when one of a million things go wrong can never take root. Statistically, it will vanish before long. See: Croatoan.