yeah you're right, air can be used on mars for example. (not wind though because wind is too weak at only 6 mbar atmospheric pressure, so it can barely move anything, and especially not a heavy rotary blade from a wind turbine.) but you could use the air to drive a stirling engine or sth, maybe, if you compress it first.

but the engine has to be really low-maintenance, because repairing it is basically out of the question. repairing something very far away from any larger civilization is really difficult. and typically, things that have no moving parts (steady-state) are much less likely to break, so have much longer lifetimes.