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I was looking up on the Curiosity Mars Rover and noticed that the steering appears to be driven by a (geared) stepper:
I presume the drive contains a worm gear to reduce power consumption of the stepper motor. However, because there's no shock absorber visible, would the gears risk being damaged by shocks?
My bet is on a PMSM not a stepper, but that cannot be determined from an image. A non-back-driveable mechanism is advantageous, and can reduce the steady state power consumption of a system. It does not necessarily have to be a worm-gear.
Regarding shock-absorbers..well a few things have to be considered:
Shock absorbers are normally tuned to filter out specific frequencies, which are correlated with the terrain they are designed for and their intended speed. The intended speed of the mars rover is 1cm/s, according to Nasa. (Maybe it is a different rover..but I expect no 100x change from rover to rover). Common shock absorbers (spring damper system in cars) are for a very different use case. One could argue that not much vibration can be excited at those speeds, so not much shock to absorb...
The wheel spikes have an interesting design. They probably act as a very simple shock absorber (probably more a spring, then a damper..). As they the closes to the wheel, the unsprung mass is only the wheel itself. It is always good to have minimum unsprung mass.
The rover overall has a rocker-bogie type suspension system. This might include some damping effect, but that is not clear from the pictures.
