I can think of few natural phenomena on Mars that would result in loose, unpacked dust. Dust carried in large amounts by wind over a short time period might do it. Quicksand on Earth is created when a water flow from underneath keeps the grains from packing together. Obviously, this isn't something you'd find on Mars, but outgassing from frozen CO2 in the spring might do something of the same sort.

In any case, the rover goes damn slow, and if they are really nervous, they could maybe use the arm to poke the dirt ahead of them. Too bad the rover isn't equipped to toss rocks into suspicious areas!