Independence from Earth
The construction and realization of colonies on Mars is much simpler when combined with in situ production of goods, and much less expensive. Local production can help to gain Independence from Earth, and is probably essential regarding food, energy, materials and breathable air.
Financial
Transportation from Earth to Mars is very expensive. Unless new technologies come along, transportation costs will remain in the order of a minimum of 140$/kg, and may well be anywhere up to 500$ per kg if volumes are low. Cost of energy on Mars Transportation costs Due to transportation cost, for most items The investment of means to produce food from Martian resources is cheaper for a long term colony.
Technological
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 lead to a fatal shortage on food.
Energy is hard to store, and hence can not be brought to Mars in large amounts, except perhaps as nuclear fuel.
Political
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.
Sociological
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.
