If the goal were merely speed we could build faster rovers but to do so would mean removing a lot of scientific instruments so we'd be able to get to different locations but then we'd only be able to do a tiny amount of science compared to what we can do with Curiosity or Opportunity.
So: for both engineering reasons (power supply & motors vs. scientific payload) and risk mitigation, you end up with systems which are mobile, but only at a very slow crawl.
Incidentally: Mars also limits the options for higher-mobility systems. The atmosphere is too thin for conventional winged aircraft to be terribly effective (they'd have huge wingspan requirements relative to payload, and very large turning radius and stall speeds). Balloons would be impractical. The gravitational force is high enough that a multi-hop lander relying on rocket thrust would be expensive.
Some sort of robotic tumbleweed / beachball might work, though unless these had some means of getting themselves unstuck, would likely just scatter over an area of terrain (erm, marscape?), before settling against an outcropping or at the bottom of a ravine, crater, canyon, etc.