As someone pointed out the other day, there was a dearth of beasts of burden (other than other humans); also, it may just be an old saw from some old carpenter that the wheel was unknown for such use. Also, people who live in the Andes may not have liked their first wheeled carts when they got loose and took the cargo rocketing down the path and off a cliff. :^)
My limited read of the history of the wheel is that it was first used as a weapon of war. Why would it be different than any other first use of technology.
My observation is that the wheel was first introduced in the use of war chariots.
In my thoughts it is an obvious first use. In chariots the loads are relatively small; two men and their weapons.
Horses also were mostly used as weapons because you had to rich to afford to keep horses.
Put the horse and the chariot together and you have a formidable weapon.
These are my own observations so I would appreciate your more informed opinions.
Wheeled vehicles work best on flat or gently sloping roads.
Something that is overlooked is that in the Americas they did use rollers for moving things which is more practical then wheels for moving heavy objects. No axles to break or wheels to come off which is an advantage when you're moving a big stone block.