That would have none of the advantages of a Mars colony.
I'm for exploration and all that but there's a pretty good point. Figuring out how to make the desert habitable on this planet is a pretty good test run for the Real Deal.
Survival of our species. Protection from an extinction event on Earth. Stepping stone to further expansion (interstellar).
EDIT: or moon surface
It's a lot harder to build a self-sustaining colony on the moon than on Mars. Mars is rich in carbon, oxygen, hydrogen, nitrogen. The moon is not.
There's no reason for a self-sufficient (nuclear?) underground or underwater habitat to notice global firestorms or impact winters. They would notice a direct hit, but you can hedge against that by building them in multiples around the globe.