Orbiters give us good overviews of large portions of the planet, sometimes in very good detail, but there are ultimately limits on the size of things they can see. Landers obviously land on the surface:-) so you get a lot of detail in images, chemistry, etc. — from only one place. Rovers give us the advantage of being right there on the ground, and being able to drive around and look at nearby areas. By expanding what we can examine, we can expand what we can learn about the geologic and climate history of the places we visit. We believe that the more we learn about other planets (or moons), the more that will inform what we understand about the Earth, e.g., studying Venus [though not from a lander] taught us about the greenhouse effect / climate warming.
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