Near identical axial tilt to Earth, meaning a similar seasonal cycle (none on the moon).
Day/night cycles near identical to Earth differing by less than an hour (2 week long day/nights on moon).
A land surface area near identical to Earth's land area, which means room for vast expansion. (moon is a bit more than 2x Russia)
Somewhat more tolerable gravity at 0.38g compared to .17g on the moon.
Vastly more tolerable temperature ranges. A day on the equator in summer can get up to around 70 degrees F, though nights hit -100 F. The large difference owing to no atmosphere. The moon ranges from nearly absolute zero at night, to greater than boiling during the day.
And many more. These are just a handful off the top of my head.
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And some would consider the distance to be a feature, not a bug. It creates a necessity for a large degree of self sustainability which is ultimately a prerequisite to becoming a multiplanetary species. On the Moon, self sustainability not only more challenging, but ultimately not really necessary given it's just a stone's throw away from a resupply. And necessity really is the mother of invention.
Ultimately I also don't even view Mars as a goal (though it may be able to over millennia developed into an amazing place, and I would be the first to sign on for a mission to such), so much as a stepping stone. By the time the first human settlement is established on Mars, we should be looking outward from there as well. Titan being a possible next destination.