Mars could be a laboratory for learning to do these things. As a species, we might feel more comfortable trying exotic methods of controlling the climate on Mars than we might here on Earth. Though I am not sure what the ethics are for terraforming a planet which does not appear to currently have life, it might be less ethically and practically hazardous to experiment with global-scale climate alterations on Mars. Such experiments might have fewer severe consequences on Mars (in terms of flora/fauna extinctions, human deaths, etc.) than a similar experiment on Earth.