Well there is bound to be some shit floating around any gravity well. As long as we are talking spherical cows in a vacuum just make the massless parachute larger? How do you actually define "atmosphere" anyways?
Say we want to land on Mars. The atmosphere is 100 times less dense than on Earth, so we'll need 100 times more parachute. I'm sure that's still a lot less mass and complexity than the balancing rockets...but what if we want to make a round trip, and need to land on Mars and Earth?
We're going to need parallel parachute systems of different sizes, or a parachute that can be re-packaged combined with variable unfurling, and suddenly the parachute option is looking a lot more complicated. On the other hand, if you get the balancing rockets to work, you can use them anywhere, over and over again.