I'm no air scientist, but those little propellers look like they need a lot of air to fly, but Mars doesn't have very much air.
I don't think it would fly on Mars with little propellers. But if you made the wheels a lot bigger so you could have much bigger propellers, then the wheels would be too heavy and awkward.
Also wheels get beaten up a lot, but you don't want the propellers to get damaged.
Which raises the question, "If we really have to have a tiny rover which also flies, why do the propellers need to be in the wheels?"
Then more generally, "Why would we bother sending a tiny rover that wouldn't be able to carry the important (and heavy) science-stuff that we want on Mars right now?"
It's a cool looking design for, like, a toy you want kids to buy. But I think this idea causes way more engineering problems than it solves.
I'm not sure this design was originally intended for Mars; I think they might have slapped that on as a marketing pitch to get funding.