I heard the explanation once, but forgot the details.

Landing on Mars is hard because you approach the top of the Martian atmosphere at Martian escape velocity + whatever orbital velocity you have when you get there.

However, the Martian atmosphere is extremely thin, so it provides little frictional braking and little for a parachute to get a grip on. And any propulsion system you have aboard to help you slow down means less mass is available for working payload.

These factors interact in complex ways, which explains some of the elaborate solutions to the landing problem we have devised.