The Moon is great because of close proximity to Earth (communication, and logistics), and because of low gravity.

Space launches are expensive because of gravity. Mars is similar to Earth in that regard. To launch from Moon, we can use electromagnetic launchers installed on the surface, powered by solar panels or nuclear reactors. To launch from Mars, we need chemical rockets which are mostly fuel, like on Earth.

If we ever want to do space exploration or even space industry on scale, we need to get away from chemical rockets. We either need to make something like a space elevator / hook / sling / whatever, or locate the assembling industry and launch facilities outside of the massive gravity wells of planets. It’s hard to imagine humans launching more than a few probing missions to Mars or asteroids, without simultaneously developing a Moon base which can support more than that.

The Moon is a place close to home where we can mine certain materials, assemble our spaceships, and launch missions to everything else in our solar system. A bit like an airport outside of a big city. No one goes there because it in itself is so interesting, but because it makes it easy to get to other interesting places.

The Moon still has properties on top which make it interesting, like doing radio astronomy from the other side, which is shielded from terrestrial radiation.