The oxygen extracted from lunar rock is a byproduct. The main goal is the aluminum, iron, and silicon that's leftover.

No atmosphere on the moon means weather doesn't blow it around like on Mars. But the moon is uniquely oxygen rich from circling the earth. The same technology won't be feasible on mars.

Mining's a messy business, and regolith is nasty stuff that sticks to everything. You're going to want to keep that far away from any sensitive equipment and people.