The moon is probably the only celestial body humans can actually occupy with current technology, for every other object in the solar system we need robots.
The moon is like Napoleon's exile to Saint Helena island, very remote hard to get to.
Mars is like the antarctic, nearly all early explorers died and it take an international effort to stay down there.
No one is going to go rescue you tracking or flying thousands of kilometers in total darkness, snow storms and ~-80C temperatures.