They are, but this is a disaster waiting to happen anyway. Extremely high RPM, no redundancy in rotors or engines, flying in an environment full of dust and particles, having to land perfectly every time (or get damaged irreversibly), all these things add up to certain failure. It's definitely very cool, but it's not going to be nearly as reliable or useful as a land-based vehicle. Besides, aerial photos have generally little value for Mars (at least for the surface area such a drone can cover) because the atmosphere is clear and you can get great imagery from space.

So unless they want to reach an otherwise impossible to climb location, I don't see the use for it.