If we want to go to Mars, there's a major factor to deal with: not only the time to get there and to get back from there, but also the time to spend on Mars.
This means astronauts will have to be able to rely on themselves only, for all that time.
The Moon offers the possibility to test the time issue without too much risks. A test can be shortened if there's a problem.
One problem I think about is the spacesuit: I'm not aware of a spacesuit capable of lasting so long. But I also doubt that a Mars mission will require only one Marswalk a week!
If we go to Mars, we'll need to be able to use and re-use and re-re-use over and over and over again the same spacesuit for more than 2 years!
There's a lot of dust on Mars, lots of UV, very very little atmophere...So we should first test the durability, workability and suitability of the spacesuits on the Moon! And this will help us get more knowledge of the Moon too as we also learn what tools to use for instance to dig very deeply inside the surface. Also, how to extract oxygen from the Moon's rocks.
And learning how to cut ourselves from Earth (by doing long excursions on far side)!
Etc..
Raoul