The reason no country has attempted a mission to Mars is because all the astronauts would certainly die and never return to Earth. We do not currently have the technology to send people to Mars. We do have the technology to go to the Moon, so this is obviously a preferable mission.
No, a moon mission is not considerably more desirable than a mission to Mars, simply because it is safer. Though it likely is safer, man has always had the impulse to do what they have not done before. Because man has already been to the moon, it is important to continue to seek the next horizon, which is Mars.