Landing on Mars IS “terrifying”.
1. The probe is coming into the atmosphere at interplanetary transfer velocity, not low Mars orbit velocity. The probe doesn’t go into orbit around Mars, then drop in afterward. One straight shot from Earth. No turns, no stops. The speed difference is roughly Earth’s orbital velocity around the sun, plus the kick to get it into a transfer orbit, minus Mars’ velocity, which leaves the probe hitting Mars atmosphere at about 12,000mph + change. An average low Mars orbit velocity is going to be around 7500mph. *
2. Mars has an atmosphere, so it has to be dealt with, thermal entry shielding, supersonic parachutes etc. A lot more complexity and extra parts and systems that can go wrong.
3. Mars has an atmosphere, but it’s thin, roughly .6% of Earth’s depending on where and how you count that. Which makes it thick enough to be a PITA to deal with as in #2 above, and it can’t be ignored either, like on our moon, or anywhere else without an atmosphere, but it’s still too thin to give you all the benefits of braking in a thicker atmosphere like Earth’s. It also means that the margin for error between skipping off the atmosphere and visiting the outer Solar System, and augering in as a crispy lawn dart is rather narrow, the thinner the atmosphere is, the tougher that needle is to thread. And again, the probe is doing this one shot, one chance on it’s transfer orbit from Earth. It’s not going into orbit around Mars first, taking it’s time to check things out, then dropping.
4. Minimum light-lag for radio signals between Earth and Mars is anywhere from 4 minutes at closest conjunction, to 24 minutes in almost opposition on the other side of the sun. (For total opposition, Mars is blocked by the sun, gotta wait, or have a relay satellite somewhere…) so you have to completely trust the onboard systems of the probe to deal with #1, #2, and #3 all on it’s own, and radio home with the thumbs-up signal, or just be silent forever.
*The Apollo moon mission returns were about 2x as fast, around 24-25000mph, but there were some compensating factors. The astronauts could talk to Earth the whole way, and use their own computer, and make course corrections as needed. The Earth is a much bigger target and the oceans the biggest part of Earth, and the “cushion” of the atmosphere is up to 100x more “fluffy”, again, depending on where you’re counting from.