" But it doesn't seem like it's occurred to anyone to do that."

I'm sure dozens upon dozen of scientists have thought of sending rovers to Pluto, Europa, Io, Venus, Triton,

But forget the idea of MER's. They are solar powered - and would not work beyond Mars Orbit. You would require an RTG powered rover to operate at such a distance, and thus it would be a bigger, heavier rover. Landing on Pluto would require a fully rocket assisted descent - chute-bags-and-RAD's are not going to work out there. So you've going to have a heavy rover, with an even heavier entry system. Perhaps as much as 2000, 3000 kg's. Suddenly you're launching Six times as much mass as New Horizons, and you cant find a launch vehicle to do it with.

"We should be landing a bunch of them on every planet and moon in the solar system"

Who's paying?

Doug