There would be several advantages to this...

- It would allow technologies to be easily tested before being send to Mars

- The Moon could be used as a launch platform which would require less fuel due to lower gravity 

- It would be easier and more desirable as the journey to the Moon would only take 3 days so you wont be stuck with someone you don't like for 6 months

- It would be easier to evacuate and return in the case of an extreme emergency 

I also have a solution to the Gravity problem if someone want to return to Earth. A space station would be placed in High Earth Orbit with 0.5G gravity and another station with 0.7G gravity. If a person wanted to return to Earth they would travel to the 0.5G station and stay for a few weeks and then travel to the 0.7G station for a few weeks and then return to Earth with only slight discomfort due to the extra 0.3G