Firstly, the bumping appears more dramatic because of the lower gravity. An object bumping on Mars will go 2.6 times higher on Mars than something with the same velocity on Earth.
Secondly, the bumping is both desirable and unavoidable.
When landing or Mars, a rover would always have some velocity, as parachutes are limited by the thin atmosphere, and breaking rockets get heavier and more costly the more precise you want the landing to be. So there will be some velocity in any case.
A rover at up to several tons with some velocity has considerable kinetic energy. What happens to that energy when landing? To stand perfectly still after touching the ground, all that energy must go somewhere.
There are not many options for where the kinetic energy can go. To not bump after landing, it must be mechanically absorbed, and that means something must be deformed. The ground is solid rock (or at least we can't guarantee that it will not be solid rock), so it's unlikely to deform much. What remains is the rover itself. Deforming the rover means it's smashed and broken.
That's what happens when all the energy must be absorbed in one go. Rovers typically do have cushions and the like that are meant to deform to absorb the impact shock, but this is a lot gentler and easier if the process is stretched out into many smaller impacts, slowly bleeding off the energy.