You also have to remember that these rockets are going to land on Mars, and we're not going to be able to set up a runway before they arrive, so landing vertically is a necessity.
Well, this one won't land on Mars unless it launches from there (which is unlikely to happen). But they're gathering experience and knowledge about how to do propulsive landings and the technique as such doesn't care much about an atmosphere. Dragon v2 and the ITS spaceship will both use propulsive landing and those will end up on Mars.