Mining Mars

It might be a good idea to mine mars - the crust could be substantially thicker than that of earth allowing a much higher volume of mineable mineral.

Lunar Mining
The liquid core of the moon, unlike earth comprises only about 25% of its diameter. (link)  This means that the solid crust is, on average, about 1400 km thick.  A lunar mine-shaft could stretch 800 miles straight down before it could reach liquid core.  On earth the deepest recorded shaft is only 12 kilometers, about 7.4 miles, about 1% of the depth that it could reach on the moon. 

As the core cools the denser material stays inside toward the center and the lighter material floats at the surface where it can cool.  This is interesting because the moon is arguably made of the same "stuff" as the earth (link) so the kinds of materials that can be mined deep in the crust of the moon are substantially not acessible on earth.  Not only is the material of the moon able to be mined much more extensively than earth but there is stuff "there" that isn't "here".

Why is the moon so non-liquid while earth is less than 1% as much cooled?  The intensity of energy incident on the earth and the moon is arguably the same over their shared history.  The atmosphere of the earth reduces the amount of heat that can escape - the greenhouse prevents the surface of earth from exposure to the radiative thermal sink of outer space.

Mining Mars:
Although earth has a "nice warm blanket" the moon does not.  Mars also does not.  It is farther from the sun, and has less of a "blanket'.  Mars should have substantial core thickness.

Mars does not necessarily have the degree of similarity of composition that the earth-moon system does.  Although it planets form by core accretion and tidal downsizing (link), the idea of ballistic coefficient for particles during nova implies an inhomogenous distribution of the accretion disc.  Denser atoms have a greater capacity to store kinetic energy, and will (ceteris paribus) have to travel farther through the same resistive medium to dissipate the energy.  Ballistic coefficient comes into play - a measure that accounts for gravity, dissipative interactions, and average velocity in an accretion disc.

The mantle of Mars is estimated to have a core radius that is around 1700 km  (link).  Mars has a planetary radius of 3376.2 km.  This gives a worst case accessible crust depth of 3376.2 - 1700 = 1676.2 km.  While mars has a crust thickness comparable to the moon, it has a diameter that is about 1.95x larger (link), or a volume ratio of 7.425x.

Bottom line:
While mining earth is a developmental requirement, the moon has a much larger mineable volume.  While mining the moon is likely not a bad idea in the short term, there is a lot more mineable (and possibly habitable) volume in Mars.

Update (2020):
It seems others are thinking about this now.
https://phys.org/news/2020-07-lava-tubes-exploration-priority-worlds.html