Mars has sufficient atmosphere to burn that car into a crisp considering the speed it’s going at, it’s not like it will slow down and park it self in Martian orbit neither do most probes which is why they come with a heatshield so they won’t burn up during aerobraking.
The heatshields are necessary so that the payload is stable aerodynamically and so that it isn't burned to crisp.
But the atmosphere is very thin so that it is currently major challenge to use it to slow anything down before it slams the ground.
While the temperature is governed by the speed of reentry (large speed relative to atmosphere molecules == high temperature) the heat transfer is depending also on the pressure. Low pressure == lower efficiency of heat transfer. Martian surface is around 600Pa, only 0.6% of Earth surface pressure.
This means, that entire Mars reentry profile is comparable to reentering just 0.6% of Earth atmosphere mass. This happens at around 40km (25miles) on Earth. It means, that if it is able to reach 40km above surface of Earth it is as if it already crossed entire Mars atmosphere.
It is also worth noting that the altitude of peak heating depends heavily on angle of reentry. In a steep reentry the period of peak heating happens much lower. For example, the peak heating for Space Shuttle was at about 70km, but that was only because the profile was kept purposefully extremely shallow to be done with heating before it reaches dense atmosphere.
You be the judge if it is enough to completely burn up Tesla Roadster, I find it difficult to reach any scientific study of Tesla Roadsters being thrown into Mars gravity well to watch results.
