to some extent I disagree. How much bigger can we make a rover, that is capable of making it to mars on the current boosters? would it be "not a whole lot more" to place an upperstage transfer engine in LEO, just so this tin can can make it there? It would be hard to fighter jockey it in there like Apollo, when signals have a couple minutes of lag on them
then if you get to the moon with a 20,000 lb rover, how do you land? Pheonix was already too heavy for the standard inflatable bag idea. I've talked to people at JPL, that said when the sky crane idea was proposed, it was viewed as the worst idea ever. hovering with rocket power? yea right..... (although all of space problems are minimizing the number of single point of failures, unlike airplanes where they are almost nonexistant)
Phoenix used a Delta II Heavy to get 775 lbs on mars. what if you wanted a vehicle that could move more than a mile on mars (slight understatement, but nevertheless a vehicle that could get somewhere semi distant) it would probably be in the 3000lb class, probably similar to the most wild off road vehicle we have on Earth. But that's 4 times as massive at liftoff, short of doing the calculus, i would venture a guess that its not as simple as 4x the launch vehicle. for example, IIRC, the shuttle on the first stage requires 12 lbs of propellant to add 1 lb of payload. this would follow the same trend.
it might not be "that much more" to build a bigger rover based off the technology base and experience we have developed with our various rovers over the last decade or so, but more often than not, the payload is the inexpensive part of a space operation.