Only if it's independently evolved, if it's a fork of life on Earth then it doesn't tell us anything about the probability of life elsewhere.
The great filter is very likely the evolution of multicelluar life and animals, which are unlikely to be found on mars. If we found living animals on mars I would be very concerned about the future of the human race.
Why? Mars lost its magnetic field long ago, and most of its atmospheric mass followed behind. Whether animals had evolved there before these events happened doesn't really have any bearing on the cause or effect of those events.
This seems like some kind of strange magical thinking to me. If animal-like creatures evolved on Mars and then all died because their planet's atmosphere and water dissipated early in its history, that tells us nothing about some "great filter" ahead of us. Our planet is large and geologically active and will most likely remain so until the sun engulfs it, so what would have killed any hypothetical life on Mars is not the same thing that will kill us.
