NASA didn't think the surface of Mars where they landed the rover would be so hard and rocky, basically.
They need all-purpose wheels that can traverse sand/gravel/bedrock, and to go through sand they need to have a large surface area to distribute the weight and stop it from getting stuck.
But when you drive over bedrock sprinkled with the occasional bit of gravel, the point contact pressure of the gravel is high enough to break through the parts of the wheel designed to sit on sand, in the same kind of way that you treading on a little bit of Lego hurts, you're putting your whole body weight on a very small object.
Then you add in the fact that they need to be as light as possible, and also need to withstand -60 to -80 degree C temperatures and a lot of UV (so rubber/nylon/plastic wheels are out) and you end up with the compromise wheel that they have that can be easily damaged.