They might not take it, but they would have to make it. Almost no free oxygen on mars.

But making oxygen (from rocks presumably) uses lots of energy (electricity - it's basically the same process used to make aluminium from ore).

Which is abundant on Mars as solar energy, with its thin atmosphere.

Not that abundant - Mars is 1.4 AUs from the sun and receives about half the solar energy we get on Earth. Also, keep in mind that, while the atmosphere is very thin, there are very intense sandstorms that can block the sun for months at a time.

The thin air mitigates the distance issue somewhat. Anybody know how much? Solar intensity reduces by the square if distance. If the advantage of thin air multiplies available sunlight at ground level, it may be close to break-even or even better?

Rocks? No. Water ice. Solar powered electrolysis, and you get to use the hydrogen for fuel too.

Water ice? No.

Water ice is much harder to find than rocks. It's more useful for drinking, and the binding energy of hydrogen is greater than the metal in rocks. (I.e. it takes more energy to get oxygen from water ice than from rocks.)

And how exactly do you plan to use the hydrogen for fuel? What's your oxidizer? Other than the very same oxygen you just worked so hard to make in the first place.

Also, although the most common metal from rocks is silicon, iron is not uncommon on mars, so if you pick your rocks properly you get iron as a waste product, which you can use for building.