If we go with your plan, NASA will have to launch multiple rockets to build the Mars vehicle and many more rockets to fuel the vehicle. Have you ever thought why no NASA missions to outer space has been refueld? The ISS station gets refueled all the time but not probes. Why is that?
Because they're... probes? Most of them weigh so little and go by so energy efficient orbits that there's no point. Your typical probe is maybe a ton, the Curiosity mission was a real heavyweight at almost four tons total - of which the rover itself was around one, but still something a regular Falcon 9, Atlas V or Delta IV could deliver to Mars. There's still room for bigger missions on a Delta IV Heavy, even before the Falcon Heavy flies. We don't do it because there's no point in adding that complexity and the extra expense doesn't give any payback in science. It's better science to send two small probes than one big one.