There is a long history of screw-drive vehicles in Russia. This is due to Russia/Siberia having *vast* regions of swamp/marshland, virtually impassable by conventional wheeled or tracked vehicles. Screw-drive vehicles can simply chew their way right through the much and vegetation. But they are also terrible on roads or rocks. I imagine its possible to build a vehicle that could combine the systems, to drive on roads when possible, to ride on screws when necessary, but like any combination vehicle it’d be an expensive, over-sized, under-performing kludge.
As memory serves, NASA and/or a contractor or two looked at screw drive for lunar vehicles early on, when it was thought that the lunar surface might be a few meters of extremely fluffy dust. Wheels, as it turns out, work just fine. And Russia weren’t the only ones to look at screw-drives for swamps: