"Interesting that the Russians managed to get so far in 1973. I appreciate the moon's not as far to send your little robot friend, but once out of the gravity well you're half way anywhere..."
It's all about the distance as it applies to control and risk.
Lunokhod was directly remote controlled from Earth. The operator only had to contend with 3 seconds of delay, so it was feasible to steer from Earth with a bit of care. If you screw up, you'll figure it out within 3 seconds and can correct it.
That bypasses the entire headache of Mars rover operation, which is built around containing the risk stemming from many minutes of speed-of-light delay. As a result, ordering the rovers about entails pre-mapping the course; having humans double-checking to see if the rover's internal logic is spotting the same hazards as terrestrial observers; planning a route for the rover to execute with its local logic; holding a committee meeting to vote on the course; holding committee meetings to laboriously set science objectives ever few tens of meters; and so on.
The Mars rover programs do all that because if they start steering for a cliff (or if your next software update bricks the rover's computer) then you're not even going to see the rover's perspective as it drives off the cliff. The rovers don't deliver a continuous data feed even with the speed of light delay, they do uploads and downloads. You'll just get a big, fat "no signal" from Mars on the next download attempt and will be left wondering what happened.
So, Sojourner, Spirit, Opportunity, and Curiosity are moving slowwwly and cautiously.