One reason is because of the communications delay between Earth and Mars.
The round trip time for signals from Earth to Mars is several minutes, which means that you can't teleoperate the robot in realtime. That means that the robot needs some autonomous obstacle avoidance capability to help prevent it from getting stuck or otherwise in trouble.
The hazard avoidance equipment on mars rovers is generally designed in a very conservative way, which means drive slow and stop frequently to check your environment.
From Wikipedia, for the Mars Exploration Rovers (Spirit and Opportunity):
...hazard avoidance software causes it to stop every 10 seconds for 20
seconds to observe and understand the terrain into which it has
driven.