How so, tougher? We saw the Apollo astronauts moving around with no problem. How is a near zero atm. pressure tougher than a 0.01 atm. pressure? Well, there's temperature, but like I say, it didn't bother the astronauts, although I guess they did avoid the "noon sun". But still, I find it hard to think that this is a deciding issue. If you had a base, you could stay inside as necessary.
The temperature differential between day and night on the moon is far more extreme than it is on mars. That .01 atmosphere is considerably more than the hard vacuum of the moon. There’s also the 2 weeks of day and night of the moon vs 26 hour martian day.
The nearness of the moon makes it a smarter test bed. We’ll need to be living on the moon to in the future if we intend to be a spacefaring race anyway.
Plus, I’m assuming you suggested it for a reason.