Parachutes hinder re-usability. You can't deploy a chute, land, then expect to take off again quickly without manual refurbishment. SpaceX's ultimate goal is zero refurb re-usability.
A parachute would also be next to worthless for landing a fully-loaded BFR on Mars.
SpaceX takes the iterative approach and is designing their vehicle for Mars landings now to get practice, at the expense of being able to carry a bit less to high-energy orbits (which they've largely negated with Falcon Heavy and Falcon 9 upgrades) here on Earth.
A parachute would also be next to worthless for landing a fully-loaded BFR on Mars.
SpaceX takes the iterative approach and is designing their vehicle for Mars landings now to get practice, at the expense of being able to carry a bit less to high-energy orbits (which they've largely negated with Falcon Heavy and Falcon 9 upgrades) here on Earth.