[mikeash]

Or put it another way, parachutes are generally less effective than using a system you already have for other purposes. A parachute probably beats a rocket engine if your only task is landing, but when you already have the rocket engine, you're better off using it for landing than building a completely separate landing system.

In short, same basic reason why we use wings and wheels to land airplanes rather than dropping them from a parachute when they reach their destination.