The reason is delta-v, which is a crucial concept in Spaceflight. It means change in velocity, and is the primary 'currency' that space mission have to expend in order to reach places in the solar system. On earth, if you want to go anywhere, you can get there at any speed, it just takes longer. Unfortunately, that is not how it works in space, because the body you come from and the body you want to reach both cycle the sun at very large speeds. After getting into orbit, you need to accelerate by another 3.21 kilometers per second to escape the gravity influence of the earth completely.
In order to get to Mars from this point, you would need to accelerate another 1.06 km/s, so that the orbit of your spacecraft crosses the orbit of Mars. Alternatively, to achieve the same with Venus you would need to accelerate by only 640 meters per second. Already, it is cheaper to go to Venus than Mars, but it gets better:
As I said above, your spacecraft's orbit now crosses the orbit of your target planet in one point. However, the orbital speed is still quite different. With Mars, the spacecraft would crash right into the surface, and you need to accelerate another 4.28 kilometers per second in order to reach the surface safely*. If you went to Venus, you can enter the planet's dense atmosphere to cushion the impact. As a result, you don't need to carry any rocket fuel to make a landing.
This makes Venus a low hanging fruit. At a favorable constellation, Venus is the planetary body that takes the least delta-v to reach. That even includes our moon. Heck, it takes less delta-v to reach than geostationary orbit.
In fact, the Russian Venera Probes slammed right into the Venerean atmosphere from an interplanetary trajectory (11km/s). This caused a deceleration exceeding 300G and a heat shield temperature of 11,000 °C, but that didn't destroy those probes.
The diagram below shows different places in the solar system and rough estimates of how much delta-v you need to reach them. It all still depends on the exact constellation and the maneuver you use, so use these as ballpark estimates.

Copyright as noted in the image.
*Actually a bit less, because Mars also has some atmosphere that can help you with the landing.