Because the problems that scientists have to overcome are much larger. First of all, scientists are very concerned about the effect of weightlessness on the human body for extended periods of time. There is the example of the Russian cosmonaut who stayed in Earth orbit for more than a year, but scientists still aren't convinced. Bone weakness and blindness are concerns. Second of all, the radiation. The amount of radiation astronauts would be exposed to for the duration of the journey would be quite dangerous, and so far, nobody has found any good ways to block out this radiation.
On the other hand, we have already been to the moon, and radiation is not a concern. I certainly hope we get to send men to Mars one day, but there are a lot of problems to overcome first.
No, a mission to Mars is not less technologically feasible than a mission to Mars, because scientists have developed technologies to deal with all situations they might encounter. They have systems to deal with development of oxygen and food production and storage. With all of this technology, they can pursue flying to Mars successfully.
The mission to the moon would take a decade to get there and the further out the less technological it would not be. The mission to the mars would take 245 days to get there and it would be technological because its closer to earth. I personally think that technology would be more likely for mars because the moon would be further.