Dust devils form on Mars for much the same reasons that they form on Earth: Turbulence in the atmosphere. Today, the surface of Mars is dominated by these wind-related processes. We can see in real time how wind moves materials across the planet and how these materials can gently scour rocks and accumulate, thereby changing the landscape.
I got to speak about Martian wind processes with Marina Koren at The Atlantic: “The Luckiest Rover” — Perseverance Captures Mars Dust Devil Sound, December 2022