Not a rocket scientist, nor do I have any hard numbers, but off the top of my head the Moon has a much smaller gravity well than Mars or Venus. On Mars, you would waste much more fuel just getting back into orbit. And Venus is just comically toxic. We weren't even able to build a single probe that lasted more than a couple hours on the surface of Venus before corroding, much less a permanent settlement.
Also, the moon is only a few days of travel away, instead of months-to-years (so someone on a permanent base could be medically evacuated if they have a tricky tumor, say.)
The Moon's gravity well is smaller but, with no atmosphere, it's both much easier to escape, and much harder to land softly on. If anything, I'd guess our best bet is a propellant factory on the Moon, using a magnetic launcher to shoot the fuel into lunar orbit to supply an orbiting fuel station.
The rocket gets to 'fly' in, taking advantage of the atmosphere for control and braking. Not that it's not a bonkers achievement but the speeds are much higher and the tolerances much lower to slot an orbiting payload back into a linear rail.
I can see how you might think that, I suppose, but you do actually have an entire planet full of useful resources at hand, even if they're not ones that you might immediately think of. There are many things that you can reasonably extract or synthesize from the Venusian atmosphere, particularly plastics. This StackExchange answer has more details:
https://space.stackexchange.com/questions/9158/what-useful-m...
Unfortunately the moon turns very slowly. It is tidally locked to Earth. The cable of a moon space elevator would have to be the length of the moon-earth distance.
Also, the moon is only a few days of travel away, instead of months-to-years (so someone on a permanent base could be medically evacuated if they have a tricky tumor, say.)