Atmospheres make landing easier and require less fuel! A big problem with landing is losing your speed which is going to be extremely high to begin with. On the Moon you can only do this by basically turning around in the opposite direction of your velocity and thrusting an equal but opposite amount. It's not only quite complex but also substantially complicates landing.

This is made even true on the Moon because its low gravity means that even a hair of velocity is going to make you 'bounce' after landing. This is why things like probes and rovers landing (or at least ending up) on their side or even upside down on the Moon is a fairly frequent affair. On Mars (and other places with an atmosphere) you can use atmospheric braking which is essentially just slowing down by bumping into the atmosphere in a controlled fashion. You can even get things like parachutes involved in the process.

The dust storms in Mars are also 'fake' at least as presented in movies/books like "The Martian." Mars has an extremely low atmospheric pressure (relative to Earth) so fiercest dust storm imaginable would feel like nothing more than a slight breeze. The only issue they pose is visibility, and dust accumulating on solar panels. Andy Weir, by the way, was well aware of this when writing "The Martian" which is otherwise a phenomenally well researched hard sci-fi book. I think it's highly telling that he had to intentionally fudge reality to create a crisis on Mars!