Parachutes don't work on the moon.
They would be too damn large on mars.
But this comes up a lot by people who seem to think SpaceX is populated with sub-standard engineers who can't see the "obvious". Suggest reading these links:
But parachute use without is a solved problem, and sufficient waterproofing and corrosion protection is surely feasible at a much lower cost than the barge-landing trick.
The barge landings were a temporary measure for the initial trials as a safety precaution. According to this story quoting SpaceX president Shotwell, their next attempts at landing will be on solid ground:
