It's taken three decades of world wide cars and fossil fuel burning to raise the Earth's CO2 levels from 0.03% to 0.04%. It's not easy to make significant changes in the atmosphere of an entire planet.
Endurance - Shackleton's ship just before it sank on his ill fated expedition to Antarctica which however ended with everyone surviving due to heroic and brave leadership. Shackleton didn't attempt to colonize Antarctica, which is far more habitable than Mars.
There was no Antarctic treaty back then to stop him or anyone else. Any of the early polar adventurers could have attempted to set up a colony in Antarctica, just nobody saw any point and it would have been hugely expensive and impractical.