What advantage does living in the Martian underground have compared to living in a free flying space colony somewhere in the asteroid belt?
With the latter arrangement you have lots of minable resources at hand, only a small delta-v away from you. Ik you are ok with long delivery times, transporting them around doesn't cost you much energy.
Whereas on Mars, everything is much more energy-intensive, both mining raw materials and moving them through your industrial processing chain.
Space-based manufacturing is still an alien concept to us and while it comes with its own challenges, the vacuum and zero-gravity of space offers a lot of advantages too: