> plus mars gives nice tools to actually land, like an atmosphere.
Actually Mars is a pretty difficult place to land. The atmosphere is just thick enough to require heavy heat shields, but too thin for parachutes to be sufficient.
Still, you can get rid of most of the velocity for a Mars landing using aerobraking alone. To land on the Moon you'll be bringing all of that delta-V with you as fuel. Landing a Dragon on Mars already takes a lot of propellant: https://youtu.be/ZoSKHzziLKw
Even if Mars's atmosphere only kills 90% of your orbital velocity instead of the 99% you'd get on Earth[1] you're still saving a humongous amount of fuel, far more than the mass of the heat shield you have to carry along. If you're designing a new heat shield for each mission then the added complexity might make that not worth while but SpaceX is reusing the same heat shield design they've been testing on Earth so that isn't a concern.
Actually Mars is a pretty difficult place to land. The atmosphere is just thick enough to require heavy heat shields, but too thin for parachutes to be sufficient.
Here's a Wired article that talks about some of the issues - https://www.wired.com/2011/11/landing-on-mars/