With the Moon and with Mars there are no atmospheres to burn up the meteors. If a space rock enters the Earth’s atmosphere, it will burn up and turn into dust. On the Moon or Mars it will crash through the roof of your house and do lots of damage. Therefore, you must live in a cave to be spared from the space rocks. Oh yeah, for those who say Mars has got an atmosphere...The Earth atmosphere is 35 times thicker than that of Mars and the Mars atmosphere is too thin to burn up a space rock. Space exploration or how I learned to live in a cave.
Also — radiation.
Anyone living off planet will eventually find their way underground.