Mars is much, much simpler.
This is sort of an omnibus consolidation of a lot of what's in the other answers, but the bottom line is that there are lots of reasons that Mars would make a much more desirable first foothold in the Solar System.
First: Gravity. Even if the aliens didn't originate on a low-g world, if they're showing up here without FTL drives then they've been living in low gravity for a WHILE just to get here. Even if they did, unless they're so advanced that energy costs for orbital transfer are just meaningless, it'll be a lot easier to move back and forth between their colony ships and the surface of Mars than it would be to do so on Earth. These aliens also have to account for the possibility that they're going to find something here that forces them to pack up and get out of dodge just like we humans did, and it'll be easier to do that analysis and (potentially) retreat from Mars.
Second: the Biosphere. Earth is absolutely COVERED in all kinds of crazy life, and all of that represents potential threats to newcomers who don't know the neighborhood yet. There's all sorts of biochemistry that's potentially hazardous between germs and pollen and atmospheric gasses and that's not even counting the possibility of being mauled by a hippopotamus. If I'm running a colonization effort I'm going to be just SUPER into the idea of setting up camp on Mars where the environment is stable, simple, and predictable rather than jumping right into all that crazy stuff going down on Earth.
Third: Stability This is closely related to the previous answer, but adds a whole new dimension. Mars doesn't have the gravity or the magnetic field to support an atmosphere of any significance, so even if Humans had wanted to turn Mars into a Earth-copy we probably couldn't. Certainly it would have been much easier to just bury all all structures under the martian surface which solves for the atmosphere AND radiation problems both for us, AND for the aliens that come later. Between plant life, wind, rain, and tectonic activity, whatever structures we left behind on Earth are going to be in MUCH more decrepit condition than the ones on Mars, which means that whatever xenoarcheological studies the aliens are interested in doing are going to be a LOT easier on Mars where our leftovers are mostly intact than they would be on Earth where it's all buried, eroded, flooded, and overgrown.
Basically, almost everything the aliens might want to do here is going to be easier on Mars than it would be on Earth's surface, ESPECIALLY since humans would have already done most of the hard work of creating extensive radiation-proof and easily pressurized habitations on Mars. You could easily spend a hundred years going nuts on Mars before you started running low enough on challenges and exploration that moving on to Earth started to become worth all that extra effort.