In a vacuum, yes, but Mars's atmosphere is too thick to ignore, but too thin to be really useful for landing large objects with chutes and aerobreaking. The smaller rovers got away with chutes and impacting with big bouncy airbags, but Curiosity would've hit too hard to survive, which is why it went with the propulsive "sky crane" scheme.
Anything larger, and there's little choice but using rockets to touch down in one piece. Lighting an engine in an atmosphere while the craft is supersonic introduces all sorts of tricky engineering challenges. It's not unsolveable (SpaceX thinks they can do it), but it's not easy.