Nick Bostrom, philosopher and transhumanist from Oxford, has penned an excellent analysis of why it might in fact be better if life were not found on Mars. His reasoning is not entirely without problems--he's (still) only human after all--but I think he covers most of the important bases.
Thinking about the distant future is extremely difficult, but worthwhile if we have any concern for the future of our species or our civilization (not necessarily identical). Even if technology is not advancing at an exponential rate as some technooptimists proclaim, the pace of discovery and invention seems to be accelerating and will likely create for us problems we've never before faced. It would be nice to have some foresight, perhaps to take preventative measures against major threats.
A lot of future forecasting is a probability game, and one in which we have no idea what the real figures might be. Even if we could determine them, would it do us any good? A 1-in-a-million chance may seem highly unlikely, but given the vastness of the universe, such happenings are rather frequent. We can scarcely fathom the difference between 1-in-a-million and 1-in-a-trillion, but the probabilities we're dealing with are probably more infinitesimal by many orders of magnitude. However--and this is key--if the universe is truly infinite, anything that is possible will exist somewhere or other. We have no way of determining whether our case is unexceptional or nearly impossible.
With those caveats in mind, Bostrom still offers some helpful insights on the basis of his notion of a Great Filter. Think of it as a kind of "natural selection" for advanced civilizations. Since the universe has existed for much longer than we or our evolutionary predecessors have, it is quite likely that if the genesis of intelligent life were not so improbable, we would find instances of it. But SETI has yielded nothing. (See the article for further elaboration; I'm skipping some of the finer points.) This means that the emergence of intelligent organisms and cultures is unlikely--but for what reasons? It may be that the hard part is getting self-replication going. Once that happens, intelligent and eventually space-faring life might be virtually inevitable (so long as the planet on which it arises is not destroyed or otherwise rendered uninhabitable in the meanwhile).
Still, even if the jump from non-life to life is tremendous, the jump from intelligent life to space colonization could itself be as tremendous, or more so. (To a certain extent, this seems to me unlikely: we probably now have the means to start colonies on the moon and Mars, but lack sufficient motivation for doing so. In the very least, it's something that we could accomplish within a couple decades. At this point, no technology we have created makes it inevitable that expansion into space be precluded.)
The upshot of the discussion is this: is it possible for any sufficiently advanced civilization to escape destruction at its own hands? Or is the relationship between intelligent life and technology like that of the necromancer devoured by summoned demons he could not control? Can a civilization colonize other parts of space allowing it to persist even if its home planet is destroyed? And how likely is this kind of existential catastrophe anyway? Since most of us will not be colonists, it would be nice to know about these potential global cataclysms. (The greatest ones which are now being developed make nuclear weapons look like children's toys. Self-replication, in biotechnology, nanotechnology, and AI, are much more potent threats, because self-replicating things multiply at an exponential rate and could quickly overwhelm us. See Bill Joy's article from the April 2000 issue of Wired.)
It may well be that we face such existential threats in our lifetime. One error in the laboratory could eradicate us before we even knew what was happening. Even if this is extremely unlikely, it only has to happen once to kill us all. We would be foolish not to try to predict and prevent such possibilities as far as is possible. Thus, if we find no life anywhere else in the observed universe, it may just mean that we've already overcome the hard, astronomically improbable parts, and it may be smooth sailing from here on out. Then again...