"You need to take your return fuel with you to a Martian moon which means you also need the fuel to carry it. "
But the escape velocity from either martian moon, or an asteroid for that matter, is next to nothing. The extremely low gravity well makes for very low fuel consumption. Easy to land on and easy to take off from. Fuel isn't the only consideration either. There are a lot more risks involved in landing on Mars, and either moon would make an excellent "Martian Space Station." The benefits would be enormous.