Independence from Earth
There is a technological risk of failure in the transport from Earth to Mars. In case the colony is not independent the logistics chain is vital for survival of the settlers. Any failure during transport can leed to a fatal shortage on food.
Energy is hard to store, and hence can not be brought to Mars in large amounts.
Only few people on Earth are really interested in space travel. Hence, the state's budget for space projects is small. In case the support from Earth stops some day due to political issues, the settlers are completely on their own.
People like the idea to have their fate in their own hands. The motivation to set up a settlement with the ability to thrive indefinitely is great.