I have seen no reports implying any threat whatsoever to our survival from climate change. The worst case expectations involve what exactly? Water levels rising that flood many of our coastal cities? Large parts of our arable land becoming unfarmable? That's bad, but that's not a risk to our survival. None of the climate change estimates predict earth becoming uninhabitable, they simply warn that we'd need to do things such as migrate millions of people and possibly reduce our population due to reduced food supplies.

Even if the vast majority of us die in the process and we're left with a global population of just 1B or 500M, then that is still enough for a decent civilization capable of supporting space flight; on the other hand, a risk that threatens to destroy us permanently is far more important than a risk that'd simply harm us, and from which we'd be able to recover in time.

The goal is not a small colony of Mars - such a colony is simply an investment & testground to become a multi-planet species, which also is the only way how we can mitigate all risks that may cause Earth to become uninhabitable - including climate change, nuclear/biological/whatever war, asteroid strikes etc.