A thin atmosphere like mars can make it worse. The actual amount of braking you get is a bit unpredictable, and the size of the aerodynamic surfaces you need to make a significant impact can use up quite a bit of your mass budget (example: despite the size of the Perseverance/Curiosity parachutes, they still needed a sky-crane for final touchdown).
Indeed, Mars is a bit of an annoying edge case here. Still the atmosphere really helps in other regards, such as for orbit circulation for probes via aerobraking. And can be used for aerocapture in the future as well.
Given the Mars gravity I still wonder if no atmosphere would still make it worse vs the thin that it has.
