LOX/CO propulsion systems will have a lower Isp compared to LOX/CH4 based systems. So for an equivalent delta-v (or mission application) this will translate to an increased amount of propellant that needs to be extracted from the Mars environment.
There is however an advantage to CO-based rockets on Mars: the propellant can be produced entirely from the atmosphere. This is a resource that will be easily accessible at any landing location.
The complete in-situ production of LOX/CH4 on Mars however will require accessing water in order to obtain the needed hydrogen in addition to atmosphere processing. Since liquid water cannot exist in a stable form on the surface of Mars, this will most likely require additional complex systems and hardware (i.e. landed mass) to extract buried water-ice deposits. Furthermore, the location of the surface mission will be dictated by where these water-ice deposits can be found.
So is it worth it?
The answer to this question likely depends on the mission application.
The CO-based rocket may appear preferable to the LOX/CH4 if the added propellant mass ends up being less than the equivalent system mass needed for water-ice ISRU extraction and processing.
For small robotic ascent vehicles this may be the case. However, for larger spacecraft (i.e. a human-scale Mars ascent vehicle with an inert mass of ~10,000 kg), the more efficient LOX/CH4 will likely quickly win the trade-off. This is especially true if the landed ISRU hardware is envisioned to be used for repeated missions.