If it's protection from radiation, then we have multiple avenues of research and action. We can use particular materials in our domed cities, we can build underground, and we could bioengineer plants and ourselves to better cope with radiation damage. We could even create a huge solar array or nuclear reactor in space and create enough of a magnetic field to deflect solar and extrasolar radiation. It's a difficult problem, for sure, but not an impossible one.

If it's depletion of the Martian atmosphere, then once we've added a whole bunch of material to it, the depletion happens over millions of years. So there's not a huge effect even in the 1000s of years timescale.