Wheels are trivial but useless without bearings.
Bearings most certainly aren't trivial. All the things you listed further are dependent on bearings somewhere.
Evolution is a greedy, lazy optimizer, so it promotes things that work a-ok for a given environment.
It's also worth noting that wheels alone are not too useful for transportation, as they're only half of the picture. The other half is roads. That is, because we couldn't (and mostly still can't) figure out all-terrain mobility systems that could navigate diverse environments, we cheated and locally flattened the environment, to reduce the problem to that solvable by a humble wheel. Evolution can't cheat like this.
I can imagine evolution creating macro-scale wheels that can be healed, and/or able to survive long enough before failing to be advantageous - after all, bones and teeth can hardly be healed if badly damaged, and yet they last long enough to stick around as core design elements.
This is why I mentioned roads. Whether or not evolution could iterate its way to macroscale wheels, it wouldn't, because they'd be useless without roads. Legs may be more complex overall, but they're an all-terrain solution that can be incrementally improved, and every improvement step grants improved survivability.
In any case this discussion is going sideways, the point is that nature doesn't have monopoly on being optimal. This also applies to intelligence/learning/modeling something better than brain.
Because Mars is a simple and boring environment. Most of its surface, and especially the parts we target with rover missions, are effectively flat sheets peppered with rocks - a decent set of wheels and suspension is close to optimal for navigating such terrain.
Now, if we were to send missions to a planet that's mostly forests and rivers, like Earth used to be, then wheels wouldn't cut it - not before cutting down some of the forests first.
> the point is that nature doesn't have monopoly on being optimal. This also applies to intelligence/learning/modeling something better than brain.
Fair enough. Nature doesn't do globally optimal - but it makes things heavily optimized for their environment. That's why our planes are nowhere near as energy-efficient in flying as birds are, but birds cannot travel as far and as fast as our planes can.
Original argument was around optimising on intelligence and that biology doesn't hold best-possible trophy on it.
We don't need to match number of neural connections in human brain to exceed its intelligence.
That's also true because of wheels/road thing, in that we can "cheat" here too. More specifically, some of the neural connections in the human brain are dedicated to sensing, processing and controlling the dynamic state of human body. Purely-software AIs don't need those for intelligence.
Interestingly the latest Mars rover also includes a small helicopter, another technology which requires spinning something on a bearing and does not commonly exist in nature.
https://www.livescience.com/39577-insects-with-leg-gears-dis...
Carts, chariots, and wheelbarrows (to name but a few examples) have been useful for thousands of years without bearings.
Or more importantly - level ground.