I believe they did try or at least look into parachutes initially, but gave it up as not feasible. With the powered landing, you already have the engines there

I believe they did try or at least look into parachutes initially, but gave it up as not feasible. With the powered landing, you already have the engines there, it's just a matter of leaving a bit more fuel. It's not a lot of fuel because you've already dropped a bunch of mass (the whole second stage and a bunch of fuel), and air is helping instead of hindering. There's also the fact that, unlike parachutes, you can use a powered landing on Mars and the Moon.