Earth Orbit Rendezvous is a method for applying brute force. Mars Orbit Rendezvous actually improves efficiency, potentially by a lot.
A Mars sample return (or, for that matter, a straight-up crewed mission to Mars) needs to do the following in order:
Launch from Earth (*)
Get on transfer orbit to Mars (*)
Land on Mars with an ascent vehicle ready
Take off from Mars and get into, at an absolute minimum, Mars orbit (*)
Get on transfer orbit to Earth (*)
Either land on Earth or be recovered in Earth orbit.
The starred items absolutely require a significant amount of delta-V -- any vehicle that does them, with present or near future technology, will be mostly fuel and will have a mass several times as large as their payload, at a minimum. This is the tyranny of the Tsiolkovsky Rocket Equation.
Items 0 and 3 absolutely need a high-thrust rocket, which regrettably today means chemical fuel, which means abysmal specific impulse and enormous boosters in relation to the payloads.
Earth Orbit Rendezvous provides a method to assemble a very, very large spacecraft in Earth orbit when you don't have a booster large enough to launch it in one piece. This implies at least two expensive heavy-lift booster launches, and we have some pretty heavy lift boosters today, and will have some even heavier ones (Starship, SLS) in the future.
A slight complication is that when sending unmanned spacecraft to other planets, we often use the booster to provide the initial impulse into their transfer orbit (the payload is a lot less than the booster's max payload to LEO) rather than having them fly from LEO to their destination under their own power. However, this is mostly just an operations detail.
But lets look at that list of maneuvers. The rocket for getting on a transfer to Earth (#4) is something fairly substantial (at an absolute minimum, several times the mass of the payload delivered to Earth), and it's not needed on tasks 2 and 3.
If we launch into Mars orbit, and then jettison the Mars ascent vehicle and dock with an Earth return vehicle, then both the Earth return vehicle and the Mars ascent vehicle may be roughly equal weight: several times that of the payload going to Earth.
If we make a staged rocket to launch into Mars orbit carrying the Earth return vehicle, and then light off the Earth return vehicle to go back to Earth, the Mars ascent vehicle needs to be several-squared times that of the payload going to earth. That's a LOT more -- especially if "several" is more like 10 than, say, 3.
You can bet that making this rocket larger and heavier will also complicate landing a great deal, and will cost for getting it all to Mars in the first place.