Basically yes things start falling out of the sky faster than you can slow them down to avoid burning up causing them to fall deeper into the atmosphere where t

Basically yes things start falling out of the sky faster than you can slow them down to avoid burning up causing them to fall deeper into the atmosphere where the parachute just gets ripped apart or your spacecraft just melts from the friction of slamming through the atmosphere at Mach 20+. Orbiting objects are just going way faster than you can slow down with just a parachute you have to have something in front to protect the craft, so far they're all heat shields of some sort either ablative or extremely insulative so the flimsy spacecraft doesn't become a giant piece of slag. One of the big problems with landing on Mars is related to this. The atmosphere is thick enough to cause heat problems but thin enough that slowing down enough to deploy a parachute is hard so we're limited in the amount of mass we can send until we figure out inflatable heat shields to increase the cross sectional area so we can slow down enough for parachutes to work. Otherwise you have to use a Starship style powered landing all the way down. With that you have to carry all that fuel to Mars which again cuts down on the mass you can actually land.