I think you might be viewing the problem from the wrong angle. The idea isn’t to go somewhere else and set up shop there in the event of something terrible happening, but to already have a population off world that would be unaffected by said terrible something. In our current situation, with just one Earthbound population, if something cataclysmic happens that’s bad enough to wipe out humanity, we’re gone. If there’s an independent colony somewhere then humanity has a chance to live on.
So, it doesn’t matter whether everywhere we can reach is harder to colonise than a post-apocalyptic Earth, because the whole point is to have more than one population in the first place, and starting up a habitat “pre-emptively” has the benefit (hopefully) of plenty of time to get everything set up and working.
My reservations in previous posts are with Musk’s claims about creating a viable off-world “backup” on Mars, since such a habitat would most likely still be reliant on the resources and infrastructure of Earth for survival, so if Earth goes poof, the Mars habitat would follow soon after. Unless a whole lot of problems get solved incredibly quickly there seems to be better pots to put vast resources into in the immediate here and now.
Also, every volcano on Earth going off simultaneously (which isn’t going to happen, thank god) would have vastly worse effects than you make it sound like. An Eyafjällajökull or Mount St Helens might not seem terribly threatening, but in terms of scale they simply don’t compare to the proper big boy volcanoes. Yellowstone (which is still active) has had eruptions at the very least 2500 times bigger than Mount St Helens, and that was a blink of an eye ago, in geological terms.
The eruption of the Siberian Traps supervolcano 250 million years ago is thought to have (directly and indirectly) killed off 90% of all species on the planet and left the climate utterly fucked for millions of years, probably with an oxygen-depleted ocean and an atmosphere full of lovely hydrogen sulfide. That’s one volcano.
If they all went, there may very well be life surviving, but most likely nothing much bigger than bacteria. Of course, if we came in to the solar system on some sort of Ark ship and had to pick a planet to colonise, we may very well still choose Earth over Mars, but that’s nothing like the scenario anyone is proposing when they’re talking about creating mutiple habitats for humans.