Nuclear war? Mars is a desolate wasteland that's bombarded with ionizing radiation from space (because it lacks both a sufficient atmosphere and a magnetic field to protect it).
Asteroid impact? Unless it eliminates all of our atmospheric oxygen, ozone, hydrogen and nitrogen and drops the average surface temperature to -55°C, we're still better off here.
Pandemic? If we can protect a colony from the environment of Mars, we should be able to keep at least that many people safe from a pandemic. (Just stick your Mars-bubble in Antarctica if nothing else. It's a lot like Mars except it has better temperatures, an atmosphere that you can breathe if you need to and the water is more readily available.)