Re: No real sounds from Mars ?
"How hard would it have been to build a microphone into one of those rovers ?"
The Phoenix lander had a microphone and wasn't able to record anything, so the plan to include a microphone in Curiosity's MARDI (its descent camera) was dropped. There's been some debate about whether Phoenix's microphone was working (it might've been frozen).
The Mars Polar Lander also had a microphone, but both the microphone and lander were eaten by the Great Galactic Ghoul. All files of the sounds of digestion were ordered sealed by then-President Clinton to avoid terrifying the public with the probe's robotic death cries.