AFAIK there have only been two attempts by private companies.
SpaceIL's crash in 2019 seems to have been caused by a premature engine shutdown due to a faulty IMU [1].
iSpace's attempt seemed to go well until the very end, when contact with the lander was lost. Their status update from April 26 suggests that also their engine may have shut down prematurely: "engineers monitored the estimated remaining propellant reached at the lower threshold and shortly afterward the descent speed rapidly increased" [2].
If this turns out to be the case, the ultimate culprit may be faulty altimetry.
> These days we even have lasers to instantly detect distance to the ground that could be incorporated real-time to thruster output.
Yes, but lasers don't work well through dust clouds, and throttling rocket engines is hard. You can't smoothly reduce thrust all the way to 0; even with a sophisticated design, there is a cutoff at something like 20% [3]. So you need to plan ahead, shut down the engine before touchdown and hope that you don't end up hitting a stray boulder - which is all it might take to tip over and bury your antennas in regolith.
[1] https://spacenews.com/spaceil-says-chain-of-events-led-to-cr...
Most things require an iterative loop of testing, fixing and refinement.
The trouble with landing on another planet (with different gravity, atmospheric density, etc) is that there's no real way before you get there, therefore first attempts are extremely likely to fail.
Actually, I think that is the one of the biggest challenges. No atmosphere to slow you down means you have to rely entirely on rockets to slow down from orbital speeds to zero.
On a body with atmosphere you can essentially just drop a payload up to some maximum size with a proper heat shield and a parashute and it will end up (somewhere) on the surface in one piece.
On an atmosphere less body you essentially need to run precisely controlled flight all the way to touchdown.
Everything has tradeoffs. :-P
Given the Mars gravity I still wonder if no atmosphere would still make it worse vs the thin that it has.
Engines are well understood. With enough propellant one can gently hover down at 1 cm/s from 1km. No atmosphere also means few surprises.
A celestial body with no atmosphere: Extremely easy to take off from, but very hard to actually land.