Can someone check my math/physics? The atmosphere on Mars is about 1.7% as dense as on Earth, meaning that a propeller on Earth will generate 58.8x more thrust than on Mars. An aircraft on Earth will weigh 2.6x of its Mars weight. Drones probably need a thrust to weight ratio of at least 1.5 to be reasonably maneuverable. A drone that has a 1.5 thrust to weight ratio on Mars would have a thrust to weight ratio of 1.5 * 58.8 / 2.6 = 33.9. That is certainly higher than hobbyist Earth drones that I’m aware of, but not terribly hard to imagine. The craziest racing quadcopters I’ve seen have power to weight ratios of around 10.
They're not limited to commercial constraints of price and safety, so they can build it lighter, with larger and higher-RPM propellers (to the point they would break in our atmosphere), and with less battery life. But that answers the top-level question here: you can't just ship an OTC drone to Mars and expect it to work there.
This was started years ago. There are probably already plans for the next stages and quadcopters are probably on the list of ideas.
The cost of failure is so high that these ideas have to be flushed out and tested for years. There is literally no way to fix these robots once (or even if) they make it to their destinations.
Not unless we figure out how to turn off gravity or invent teleportation.