Dumb question: why can't they land (drop) into a large pool filled with some inert liquid?
What inert liquid wouldn't vapourise at least partially under the force of a rocket engine?
Mostly though you can't find a nice friendly pool of inert liquid on Mars or anywhere else but the Earth in our solar system ;).
When you look at any design out of SpaceX, you need to keep in mind the fact that Elon himself drives the requirement of 'this has to help humans get to Mars'. It extends through the Falcon, the Dragon and a whole heap of other aspects of what they do.