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.
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.