How to maintain a thick atmosphere with low gravity and no magnetic field. That’s the problem. Certainly sub-surface is an alternative to making the surface livable. And I think that’s certainly the way to go on the moon.
But maybe when we’re really ready to colonize Mars (as opposed to the silliness of going there now) we’ll have some tech we can use to mitigate the surface problems.
Build giant silicone domes on the Moon and ship them to Mars to be set down on craters.