Well, before the Moon was conquered, everybody knew it was a dead rock (but then, again, what does "dead" mean in a exclusively mineral world) but the Moon was visited anyway and we have a few ideas about what to do out there; none, of course, involve finding life.
About Mars, well, our view of the red planet has changed a lot during the 20th century.
It's certainly more "active" and chemically more interesting and promising (for exobiologists) than the Moon....But is that enough? Is that satisfying enough to promote going there and forgetting the Moon? We might even find something close to life, but what if it's less than our expectations?
I think the real danger from Mars would be a disappointment from too high expectations.

Raoul