I recall reading that a major candidate for any early colony is in lava tubes, dust on the would be one factor, but radiation shielding is another. Either you have to ship materials from Earth and build them, consume whatever is available and useful locally, or make use of whatever Mars-nature provides. If you can get away with lighter materials to build below surface then it seems better compared to more durability/shielding requirements above.

Humans are better at cleaning than robots.

The dust on the Moon will be even worse.

why? there's less wind. supposedly, the astronaut footprints are expected to remain intact for quite a long time because of it.

Exactly. There is no wind. All the little solidified impact glass particles, with their razor sharp microscopic edges, have not been smoothed by even the slightest wind erosion.