Short answer: It is in space and relatively easier to get to than other planets in the system. It is a gateway to becoming space-faring civilization.
Also I disagree that the technology to get to Mars or the Moon is inapplicable to elsewhere in the solar system. And most of the other options are generally worse than Mars for one reason or another. I'd like to hear what you think "Step 2" actually is.
If you could magic up a civilization on Mars today, it'd exponentially cheaper to launch materials from Mars to elsewhere in the solar system than to launch those same materials from Earth. Similarly it'd be cheaper to dig those materials out of the ground for use on Mars than it would be for them to be used directly on Mars.
Counterintuitively, it's cheaper to launch materials from Mars to Earth's Moon than it is to launch them from Earth's surface to the Moon.
On the other hand a rocket that flies from Mars surface too Earth's moon only needs to be 90% fuel which is a lot easier to do with modern materials. This also means that you can carry significantly more payload as your total mass.
With some napkin math, this allows you to launch, with the same rocket, from the surface of Mars to Earth's moon a payload 10 times bigger than if you launched it from Earth. The penalty you pay getting stuff out of Earth's gravity well is just simply huge.
The technology for living there, and some of the technology for going places, does. Would you really want to try to go to Epsilon Eridani without going to Mars first?
> it's much easier to build next-generation rockets on Earth
Ultimately probably not; Earth's gravity well is too deep. Mars is, AFAIK, the only place we could conceivably build a space elevator with current materials technology, so if we assume interstellar rockets will need to be built with materials from both asteroids and planets then Mars orbit is likely the best place for that.
That's not true: the Moon would be much easier.
But if you're just comparing Mars to Earth, then definitely yes. Building a space elevator on Earth is sci-fi for now. I'm not sure about Mars, but on Moon it would be rather easy actually, since not only is the gravity 1/2 of Mars', but there's no pesky atmosphere.
Really? The moon's gravity is 1/2 or 1/3 that of Mars, but its angular velocity is about 1/27th.