The Moon is a long ways away. You could fit EVERY SINGLE PLANET in between the Earth and the Moon. You might think it's a long ways to the local pharmacy, but that's just peanuts compared to space.
Mars is orders of magnitude further away. If somethign goes wrong on the Moon, it's 3 days away. If something goes wrong on Mars, you're a YEAR away. Due to orbits, you're also probably going to spend 3 years on the mission, 1 year to mars, 1 year on mars, 1 year back.
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