No, rover is easier; return system has to fly all of its mass back to Earth, rover never leaves Mars.
In which case you might be asking what the advantage of a return system is in the first place, the answer being for much the same reason that we have "stages" of rockets. The return system gets a fresh exponential curve to work with. If you tried to ship both at once it would be a nightmare. Plus there are all the advantages of shipping things back, regardless of what the rocket equation says. Science via a rover is great but it just can't match numerous full laboratories with humans in them.
The part that disappoints me a bit is that I still don't see us launching fuel into space for space refueling very often. Rocket equation bites no matter what you do, but launching a Falcon fuel of nothing but fuel (to the extent possible) shrinks the solar system a lot. It's still pretty big after that, but it's a different place, even with conventional chemical rockets. I hope we'll see it soon. I'm not sure it'll be quite as simple as "SpaceX will have a Mars Starship there before the mission can get there", but there is a real prospect of making it so space missions takes weeks instead of years if we can get space refueling figured out. A lot of other things come into reach as well, like satellite reclamation.