Regarding atmosphere loss: currently Mars is losing about 95 kt of atmosphere per year [1]. Actively offsetting that amount of loss is not that big of an effort. Also I guess if you would generate an ozone layer, part of this atmosphere loss due to UV radiation would be attenuated.

Obviously, generating an atmosphere on Mars would be immensely energy intensive and likely possible only after we level up on the Kardashev scale.

1. https://physicstoday.scitation.org/doi/10.1063/PT.3.4988