Title text:
Runners looking for aerodynamic advantage typically wear sneakers because some fancy dress shoes can create wingtip vortices.
Transcript:
Transcript will show once it’s been added to explainxkcd.com
Source: https://xkcd.com/3305/
I think there are benefits and drawbacks to different gravity to earth. As you say, less atmosphere would help with air resistance, but they'd be in contact with the ground less often too and therefore have less opportunity to give themself forward momentum.
We also have to think about breathability of the atmosphere. If they need to wear some gear in order to breathe, that will slow them down
On balance, I think the boring answer of earth seems like the correct one