A self-sufficient colony outside Earth is a worthy goal in and of itself:

1. The indomitable human spirit and drive to explore and expand

2. It's cool

3. More room for humans

There are also reasons that don't apply to Antarctica:

1. Hedging our bets against planet-ending catastrophes (global warming, giant asteroid/comet strike, ultra-pandemic)

2. Another stepping stone to exploring further interesting/important space goals, like gathering resources from the asteroid belt/moons of jupiter/etc, discovering life on Europa, and so on

Part of the reason we don't colonize Antarctica is that it isn't romanticized to the same degree as the colonization of Mars.