The Exomars project will land a 2 metre vertical drill on the surface, sampling much deeper than anything done so far.
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?