Why don’t they have a small hydrogen filled balloon tethered to it to take the bulk (but not all) of its weight. Yes, I know the atmosphere is “thin” but hydrogen is still lighter than CO2.
Interesting question. Maybe because the material to be workable for a balloon would be thin enough to be subject to erosion and eventual pinhole leaks from the Martian dust storms.
Yannow, a small hydrogen balloon with a science package and cameras would be nice to have. It can just roam freely through the atmosphere recording atmospheric data as it goes.