Settling colonies in the age of exploration was easy. Jamestown in particular seemed like a breeze. There was air, water, food, and even people who would sometimes help you if you were nice to them. Even still, it wasn't until the third ship arrived from England that the colony became self-sustaining. The Norse were unable to hold onto Greenland at all, and we still in 2018 have not put a self-sustaining colony on Antarctica . That the land does not provide basic life-sustaining commodities for free - that there is no indestructible commons where air and water is concerned - has led some political scientists to speculate that the natural state of any off-Earth colony would be that of "Oriental despotism", which earlier historians associated with the culture of the Middle East. Another way of looking at this is that there's a predisposition to strong central authority anywhere that central coordination is required for survival. This might mean political rent-seekers who control the water by force, as in parts of the Middle East, or the coordination of crops that are massively productive when huge teams of people harvest it, as with rice in East Asia. This also solves the mystery of why states emerged initially in places that were actually quite marginal for agriculture - the dry high altitude Mexican Plateau, the Nile Valley, and the Fertile Crescent (with the exception of China - still explained by a benefit of central authority's ability to coordinate labor.) On the other hand, places where berries and game almost jump into your mouth are not famous for producing large states - though they do often produce impressive cultures, like the Pacific Northwest. When you get angry at some tribal council decision, it's too easy to storm off and take your family into the next valley and start hunting and gathering there. Not so when your life depends on predicting and collectively exploiting, say, the flooding of the Nile.
But there is still another reason to think that space colonies (planet-bound or not) will resemble the walled fortress of a desert, or the absolute authority of an Eastern monarch, more than a democracy. (Yes, it gets worse.) How do you get your family to your new valley? You can walk - even if it takes a while. If you got sick of Ohio and wanted to head west, you might have to pool your funds with other families but it didn't take that many families before you could put a small wagon train together. Leaving a gravity well and building a habitat are massively complicated and expensive undertakings. This is why space launches are the province (so far) of wealthy states and so far, just one corporation. For economic reasons of massive capital requirements, space travel will therefore be performed in a way that advances the interests of wealthy states and/or corporations. (This is similar to the reason movies are more constrained, i.e. less imaginative, risk-taking, and creative than writing or visual art - they're very capital-intensive and it's much more important in this medium to make back your investment!) Science fiction typically continues to imagine it this way, likely correctly - but rarely explores the pitfalls of large organizations having a stranglehold over the means of transportation in this brave new world - or the impact of, say, aliens appearing and handing out technology that allows individual humans to cheaply travel between planets. (Libertarians - if you think having private corporations do it, you not only have to explain how they will obtain such a position in the company of a cartel of violence-monopolizing organizations called states, you have to explain why it's better to be oppressed by a privately held rather than public organization. Left-leaners, if you think states are the ideal organizations to undertake such ventures, keep in mind that the first country with a real rocketry program was Nazi Germany, and the fastest growing one today is free-speech-crushing, putting-Muslims-in-concentration-camps China.)
It's also worth pointing out that, for related reasons, such colonies will be dependent on Earth for a long, long time, much longer than Jamestown was dependent on England. Why? First off, people are much more comfortable now. Second, when the first settlers arrived in Jamestown, they were able more or less to build on their own the technology that they were accustomed to in England. Yes, in the case of iron production, English colonists actually reverted to a medieval version for a while, but they were still making the nails and blades and gun barrels and plows that they needed. What about the first settlers on Mars? Will they be able to make a smartphone? Will they be able to make another spaceship, or habitat, or geodesic farming equipment, or satellite dishes? Even assuming zero surplus mortality from the harsh Martian environment, how many ships and people are necessary before the Martian Jamestown is self-sustaining? The Martian despot will likely be interested in not just controlling the oxygen and water, but the shipments coming from Earth.
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