So if you think of it like the lid of a can of soup or something, it's easy to see how it could deform and break like that when rolled up against sharp rocks with a ton of weight on top of it.
I mean the wheels are probably among the heaviest single "things" on the rover, so adding even a small amount of thickness will really increase the weight, and that would mean cutting other things.
It's a tough call, and I'm sure as hell glad I wasn't the one that had to make it, but I think all things consitered they did a good job! It's been running for 5 years and even though these look bad, apparently it still has a lot of life left in it!
They were primarily constrained by packing volume during cruise (https://mars.nasa.gov/msl/mission/spacecraft/cruiseconfig/) and then by shock loads as the securing pyrobolts blew during landing (https://youtu.be/Ki_Af_o9Q9s?t=4m14s).
So the way I see it is that all of the major components are equally important, but you want to optimize your overall design to be both light and reliable.