Lack of wings. (That's obviously for the landing gear part of the question) But fragile fuselage is certainly spot on. Parachute-landings still have quite some

Lack of wings. (That's obviously for the landing gear part of the question) But fragile fuselage is certainly spot on. Parachute-landings still have quite some impact velocity. Strengthening an object the size of a Falcon 9 first stage to survive that impact would require a much stronger and thus prohibitively heavy structure, even if the parachute itself was free. The nice thing about powered upright landing is that all the forces involved are pretty much the same as during launch so that there is little (if any) additional strengthening required. Note also how the ULA plans for the use of parachutes to recover first stage engine blocks require the parachute to be caught in-flight by a helicopter to avoid any uncontrolled ground contact.