I've often wondered why they don't send a dragline digger to Mars, so they can dig a decent trench. When Spirit's wheel broke and they started dragging it along, digging a little trench, they made a nice discovery and that was with something not designed to dig at all.
If they could get a few feet down, who knows what they could find?!
It's just a question of priorities. Drilling 4cm into a rock with a specific surface abrasion tool is a long way from plunging a 2 metre metal shaft into unknown terrain. Engineering this so it has no chance of jamming, breaking, overheating etc is not gonna be a trivial task. How do you lubricate a drill without contaminating the environment and with such a wide temperature variation?
As far as contamination from drilling (due to lubricants or something else entirely) I imagine that the desire for general cleanliness is for much the same reason. If we're going to spend hundreds of millions of billions of dollars on a probe to another world we want to be really confident anything interesting we find is actually from that world and not Earth.