The atmosphere on Mars is about one hundred times thinner than on Earth. That means that between "Earth atmosphere" and "vacuum", it's 99% of the way to being a vacuum.
This means that the blades need to spin really REALLY fast. Like "oh no, we'll start having transonic effects on the blades" fast. It's really tricky to build a craft where the propellers move faster than the atmosphere can "move aside". It was a really big deal to go supersonic back in 1947 or whatever, and that was with planes and did not use propellers. Transonic effects is why modern airplanes have swept wings.
But yes, gravity is like a third, so it's got that going for it.
So this is really cool, and I even found it unrealistic in the Mars TV series that they had drones, because how could that possibly be effective? Shows what I know.
I saw some videos on this drone on youtube. It can't really fly on Earth. So no, a drone off the shelf really can't fly on Mars.
Here are some highlights: https://solarsystem.nasa.gov/news/472/10-things-mars-helicop...