Having to walk around in space suits indefinitely if you want to go outside sucks, even just getting the atmosphere to a point where you won't suffer bruising from decompression if you go out with a face mask would be a huge improvement.
Why would you want to keep it as it is?
To learn as much as possible before you irreversibly change it.
That's valuable too. But Mars's main value to humanity will be as a second home, not as a geologic curiosity.
We'll be much more secure as a species if we have a second planet where we can walk outside and breathe the air, even if the temperature will be stuck at ~250K.
I take it we're supposed to leave the entirety of the universe exactly as it happened to be before we realized that we're capable of rearranging very tiny little bits of it?
Otherwise: heck, it's just a rock, let's go nuts.
Terraforming it would entail thickening the atmosphere and heating it up. That'd cause a lot of changes to its surface. Water frozen for eons might start flowing, gases currently frozen in the ground might start evaporating etc.
Eventually it might start raining, which would start massive planet-wide erosion. There's a reason you see craters on the Moon and not on Earth: It rains.