Definitely one of the most bad-assed ways to deliver a rover to the surface of another planet. If you had told me as a kid this would be possible, I would have considered it almost impossible, except maybe as a science fiction concept.
Also, rubber's much heavier, and they just couldn't bring that weight. They really couldn't drop that weight from the sky crane, not without increasing the shock absorbers in the legs... which would have meant more weight, and the plan's just impossible.
It also has horrifically abrasive dust, much worse than anyplace on earth. The abrasion from that would wreck a balloon tire seal---hard to predict how quickly.
A balloon tire also goes from "fine" to "useless" with one puncture. Apparently they got surprised by the sharp rocks: http://www.planetary.org/blogs/emily-lakdawalla/2014/0819063... , not having seen anything like that from previous missions.
The balloon-like tyre of choice is a springy basket mesh, as seen on the Lunar rover. But that's only needed because we wanted to drive around at human-acceptable speeds (to get to interesting places before the humans had to go home). With a teleoperated robot, we can take our time, and that means we don't need bouncy suspension. Which is good, because big wire tyres are quite heavy.
You'd still want to go airless probably, due to a lack of repair shops.
http://www.planetary.org/blogs/emily-lakdawalla/2014/0819063...
One thing it points out is that the rocks in that particular part of Mars are special: they are sharp and cemented into the terrain. There are places on Earth that have this kind of rock, but they are unusual. The wheels do fine in a rocks-in-sand scenario.
The article goes into a lot of detail, and it turns out that some of the obvious armchair science explanations for what is happening are not the case. For instance, the main constraint on the mass of the wheels was not keeping the liftoff mass of the payload under some limit.
More broadly, though, there are some deserts on Earth that are pretty hair-raising. The NPS guidelines for driving deep in the Canyonlands (on roads, no less) warns that with a high-clearance 4WD pickup, you should still expect "considerable risk of vehicle damage". Curiosity is going a lot slower, but it doesn't have the luxury of roads or anyone to toss on a spare tire.
Honestly Jeep owners read a warning like that and get excited. Every scar in my paint is a new story, but to your point, getting the tools out in the backcountry is usually not fun.
I'd love to do White Rim whenever I get a chance, the overlooks onto it make it look wonderful. The Maze stuff looks much less friendly, but it's on the 'someday' list.
You must be kidding... this is a robot, which survived a hard landing, driven on exotic alien terrain, with async remote control from another planet :-)
The fact that they built it and drove it for over 15km is absolutely impressive by my engineering standards.