Easier to live on? Definitely. Easier to terraform? No way. The moon is too small to hold onto an atmosphere, so humans would forever be bubble bound on the moon. Mars has tons of problems, but terraforming is possible at least.
not to mention the fact that their bodies would get totally messed up. imagine a kid raised on the moon from birth - their bones would be super weak and there is no way they could come to earth.
Do we even know what would happen to your spine if you grew up there?
Could also be an issue on Mars. The TV series The Expanse is pretty realistic scifi in general, and Martians need to be top athletic soldiers to be able to endure Earth's gravity in it