Certainly not essential to Zubrin's plan. There are modifications to Zubrin's plan that can be implemented with existing boosters, with on-orbit assembly limited to linking together 4 components. Seems doable to me.
However, we can't even construct a reliable artificial biosphere fully enclosed here on Earth!
Where do you get that from? For one thing, the most publicized efforts were tried by questionable people. I think a legitimate effort would account for things like curing concrete absorbing lots of oxygen. For another thing, there's a huge difference between a biosphere and air/water recycling combined with local agriculture. The point is not to get a 100% viable self-regulating biosphere. It's just to be able to use local resources. For initial colonization, it's just life support for plants. The 100% viable self-regulating biospheres will take decades to get right, but we'll have decades and lots of economic incentive once the colonization efforts are under way.
Learn to walk before you try to run. Let's work on sustained outposts on a world no more than three days' travel away first.
If the only thing to be gained from the moon is a stepping stone to Mars, then it's a waste of time. The environmental challenges are just about all different, so it's not even a good rehearsal. That's more like "Learn to swim before you run. Let's work on movement while partially buoyant, not subject to a full G, first."
I'm sure you could train babies to swim-crawl-walk. But if you want to walk, it's an unnecessary detour.