Our moon is much closer to both us and, importantly for energy sources, the sun; and getting things off our moon can be done with things like SpinLaunch.
SpinLaunch on the moon wouldn't even need the vacuum chamber they use on Earth, but it would still need that on Mars.
The biggest down-side of the moon is the long night, but the solution to that is the same as one possible solution to the lack of magnetosphere on Mars: a very, *very* thick wire.
(I've not done precise calculations for this, but I have considered the scale needed for "thick wire" on an Earth-scale global power grid, and for that I was getting Earth's magnetic field at a distance of 11 km from a 1.36e6 A current, which in turn meant I had a 1m^2 cross section; naturally this is only going to happen if you have some serious automation for processing lunar/martian regolith into aluminium).