Re: "Having an atmosphere is not going to make Mars any easier."
Just because you fail to see how an atmosphere makes things easier doesn't mean that having an atmosphere makes things easier. Here is a very brief list of key advantages.
Areobraking - The amount of energy needed to send a craft from Earth to land on Mars and the Moon are similar because the Martian bound ship doesn't have to use fuel to cancel orbital velocities.
Micrometeorite shielding - Specs of dust are an impact hazard on the Moon. The Martian atmosphere eliminates this potential threat.
Radiation shielding - The Martian atmosphere provides far more than the Lunar lack-of-atmosphere.
Temperature regulation - The Martian atmosphere traps enough heat that we can deal with the night time cold. Even with a P-238 heating element, the most recent lunar rover began malfunctioning after only one Lunar night. Solar powered robots without a P-238 heating element can survive over a decade on Mars.
Extractable resources - The Martian atmosphere is an easily processed source of carbon and nitrogen. Virtually all of the chemistry we use involves carbon and nitrogen. A colony will require tons of carbon and nitrogen reserves per person. Based on current knowledge, there are no extracable carbon or nitrogen sources on the Moon.
The last point is very important. Each colonist will require a carbon reserve of 12+ tonnes for the agrarian sector of the economy. When we start adding other economic sectors, such as textiles, plastics, and metallurgy, the per-colonist reserve necessary grows rapidly. On Mars CO2 capture and recycling doesn't have to be perfect. We can simply compress more atmosphere if we need more carbon. Every loss on the Moon has to be replaced with imports. Capturing the CO2 emmissions from aluminium production is going to add mass and complexity, with necessary higher price tag, of Lunar equipment compared to equipment that does the same job on Mars.
The only advantage that the Moon has, and this isn't based on current technology, is travel time.