For example we have a significant gas pressure and radiation protection.
The same applies to the moon: what have we done on the moon? Not much. What have we gained out of the moon missions? Plenty of stuff like better rocket engines, heat shields, etc. Was it the technology project that would have gotten us the best return on investment? I don't think so. Was it better than spending the money on e.g fighter planes? Yes (the cost of the JSF project is $1.1 trillion [1], the cost of the Apollo program is about $0.13 trillion in today's dollars [2] [3]).
[1] http://en.wikipedia.org/wiki/Joint_Strike_Fighter_Program
[2] http://en.wikipedia.org/wiki/Apollo_program#Program_cost
[3] http://www.wolframalpha.com/input/?i=+%2425.4+%281973+US+dol...
Can you propose a better option?
The last one is downright impossible.
It's a little flying shack, not a "colony". Anyway, it's not self-sustainable, which is the main issue.
> Also, by colonizing mars we will only have 2 points of failure.
It appears that you've never done backups.
What more should they do? Keep on practicing with booster rockets?