>However, we can't even construct a reliable artificial
>biosphere fully enclosed here on Earth!
Where do you get that from?
From the fact that no one has done it yet. Ever.We just don't know how to live on other worlds. We are almost completely ignorant of the complexities involved in the process and have a whole bunch of unpleasant discoveries to make yet. That's not to say it _can't_ be done and that we don't know what should happen in theory, but we have never done it before. Ever. There is no experience to build upon.
If you want another flags and footprints mission to plant a candelabra of pennants on Mars and then scurry back after a few days of visiting, by all means piss away hundreds of billions of dollars and go to Mars direct for a quick visit. However, if you want to learn the actual skills required to live and work on other worlds, you should focus on building missions which demonstrate and refine the skills required to live and work on other worlds.
Doing so on our Moon and near-Earth asteroids (the nearest locations to support and safety) is the best way to do that and will give us the tools needed to move outwards permanently.