yes, but if you had the energy to split the volatiles to make fuel to run the rover, why not just run the rover off the energy source?

The only way this would work is if you landed a bulky and massive station that processed fuel, and had a nimble robot that shuttled back and forth and kept refuelling - but you would always have to be careful not to run out of fuel.

After a while, the trips back to base would get pretty boring...

Better to build a big slow crawler and move it around under its own power, always looking at new places. You could have a coupkle of detachable battery-powered robots to do the scouting.