No runways on Mars, so takeoff could be difficult. Maybe we could do that once we have well prepared surfaces. Helicopters can also hover and are much more manoeuvrable than fixed-wing. Lift is proportional to density. L = Cl x .5 x rho x v^2 x S (L is lift, Cl a non-dimensional coefficient which depends on wing shape, rho is density, v is speed and S is surface area of the wing). For fixed wing aircraft, v is speed of aircraft. For helicopters its the speed of the blade (when its in hover. When its moving forward its a bit more complex).

Haven't done the math but the aircraft has to be going pretty fast ('v' in the equation) to generate the required lift. This also means longer runway lengths.