It's not just the lack of air. You'd need an entirely different power and hydraulic system. And any sort of maintenance, liquid changing, etc is completely out of the question. And you need to be able to ensure you can capably operate it with a ~40 minute round trip time between action and getting a response. And then you need to be able to do all of this with temperatures that regularly drop down to -60C with high radiation levels, and so on.
These issues are why things that act like really poor performing go-karts with a few gizmos attached end up costing billions of dollars and taking years to develop and finally manufacture.
And why all the people involved cry tears of joy when they hear, "We're safe on Mars" after 7 minutes of terror.