A body with very low gravity has no atmosphere anyway. But rovers did work on the Moon too, not only on Mars.
A rover should be substantially slower than the escape velocity of the small body to be useful. There should be no danger of escaping the body just accidentally.
Lets look at some small bodies for examples.
Pluto's surface gravity is 0.62 m/s^2 and the escape velocity is 1.21 km/s.
Ceres 0,29 m/s^2 and 0.51 km/s, Vesta 0.25 m/s^2 and 0.36 km/s.
For constant density, the escape velocity and the surface gravity of a body scale linearily with its radius and the diameter.
The diameter of Vesta is about 525 km, a similar body with a diameter of about 105 km would have 0.05 m/s^2 and 0.07 km/s. A rover with a peak velocity of 10 m/s would be still much slower than the escape velocity of 70 m/s. No danger for accidental escape at a gravity even less than 1 % of Earth's gravity.
The velocity for a very low orbit is a bit lower, the factor is the square root of 1/2, so if escape velocity is 70 m/s the orbit velocity is about 50 m/s. No danger of an accidental orbit.