Why Is Mars Sample Return So Difficult?

The Soviet Luna 16 probe landed automatically on the Moon, collected a sample, and successfully returned it to the Earth in September 1970. Although literally scooped by the U.S. Apollo 11 and 12 manned missions, it demonstrated that low-cost robotic missions can return samples from another celestial body.

The NASA/ESA Mars Sample Return mission, still under development, envisions returning samples of Mars collected by the Perseverance rover, already on the planet, to Earth in 2033—sixty-three years after Luna 16. Now, Mars is a lot further than the Moon, but what makes it so difficult to return samples to the Earth?