They actually tried that in the sixties inside the "spaceship earth" and the hippi movement, included also hallusinogens and free sex etc.They left Africa in search of food. I don't think there is any food on the moon. And the cost to grow food there is extreme.
Do you want my money for this?
There is plenty of moonlike desert on Earth that would grow food with less effort than the moon, Mars or any asteroid.
In the case of a disastrous asteroid impact, an underground society could survive. Or some scheme to deflect it.
But populating Mars seems ludicrous, in my opinion.