The dark forest theory lives!
Unfortunately, yes. The first thing we’re going to do as soon as we fine intelligent alien life is figure out how to kill it. And sadly we’ll have to assume they’re doing the same. An no, settling Mars won’t help. If someone / something can launch an interstellar attack it can certainly attack more than one planet and moon.
Universe is huge. Wars on earth are waged over scares resources. If we are capable of reaching aliens would we really be incentivized to fight them while there are so many resources available elsewhere?