Fully autonomous landing in unknown surfaces is still pretty difficult. Still, the Moon should be more forgiving than the Earth - no wind, lower gravity...
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
Engines are well understood. With enough propellant one can gently hover down at 1 cm/s from 1km. No atmosphere also means few surprises.
Given the Mars gravity I still wonder if no atmosphere would still make it worse vs the thin that it has.
A celestial body with no atmosphere: Extremely easy to take off from, but very hard to actually land.