Planets attract catastrophic impacts, impede interplanetary travel, and ultimately will doom the inhabitants. Asteroids, however, provide greater overall habitable space while minimizing the risks of catastrophic impacts for the whole of the populace. The asteroids can be moved to safety as the Sun enters its destructive giant stage. Mars is destined to continue to lose its atmosphere, even if it were to be Terraformed.
I agree with what you say about asteroids. I think you give good reasons for looking at them as habitable spaces. Hollow them out, move them around where you want them. Supply them with air and water from comets. Inhabitants will be protected from radiation and can even be provided with spin-gravity. A lot of good SF on the subject.