The moon has no atmoshpere and no water. It does apparently have an abudance of the Helium-3 isotope, which could be used as a future energy source. So the moon should not be neglected, but neither should it take precedence over creating an inhabitable climate on Mars.
Of course, this really doesn't matter, since this country no longer has the ability to undertake such a long-term and expensive project.
Mars' atmospheric pressure is between 7 and 10 millibars (.07%-.10% of Earth's pressure at sea level) and is 95% CO2. IOW: not enough of an atmosphere to make a difference. And the determination of water is still a 'maybe' (no direct evidence of water; just interpretations that "thus-and-such could've been caused by water" - COULD HAVE).
Also, if you're living off-earth and get your "@$$ in a crack" (so to speak) would you rather be 6 months away from Home and Help, or 3 days? Given that stepping outside your shelter on either body will result in immediate asphyxiation and freezing.
IMO: Lunar benefits outweigh Martian benefits when you consider the immemdiate uses to Earth: a stable platform for environmental observation, communications, radio astronomy, and so forth - all in all, a better, more convenient place to 'learn' how to live off-world before making the attempt far away.