Using more senses allows simpler processing of the sensor data, especially when there is a requirement for high reliability, and at least until now this has demonstrated a simpler complete system.
Artificial machines rely on spare parts manufactured elsewhere, which are used by external agents to replace the worn out parts.
For an animal to have wheels, it would have to grow wheels in some part of the body, periodically, then use its limbs to detach the wheels and attach them on the axles, after removing the old wheels. This is something sufficiently complex to be extremely unlikely to appear from evolution.
Even this huge complication would be enough only for passive wheels. For active wheels there exists no suitable motor, as the rotational motors with ionic currents are suitable only for the size of a bacteria. All bigger living beings use contractile motors, which cannot be used for a rotation of unlimited angle. So active wheels would also need a different kind of motor, which can work without a solid connection between the 2 moving parts. The artificial motors of this kind use either electromagnetic forces or fluid expansion due to temperature or pressure variation. Both would be very difficult to evolve by a living being, though electric fish and bombardier beetles show some possible paths.
They're still the best way we know of going about the business of building a flying machine, for various reasons.
Whether it be altimeters based on radio[1] or air pressure[2], avoidance and surveillance systems that use radio waves to avoid collisions with other aircraft[3][4], airborne weather radars[5], sensors that measure angle of attack (AoA), GNSS location, attitude, etc, many aircraft (even unpowered gliders!) have some combination of special sensing systems that aren't strictly necessary to take off, fly to a destination, and land, even if some are required for what many would consider safe flight in some scenarios.
Many of these systems have redundancies built in in some form or another and many of these systems are even built into unmanned aerial systems (UASes) big and small.
[1]: https://en.wikipedia.org/wiki/Radar_altimeter
[2]: https://en.wikipedia.org/wiki/Pressure_altimeter
[3]: https://en.wikipedia.org/wiki/Traffic_collision_avoidance_sy...
[4]: https://en.wikipedia.org/wiki/Automatic_Dependent_Surveillan...
This is the keyword here, just because the other approach is harder does not mean it is impossible.
It's a decent gamble to try and do things the hard way if it is possible to be deployed on cheaper/smaller hardware (eg: no lidars, just cameras).
No. It's not a good idea. It's not a good gamble. It's stupid, and the engineers can see it's stupid. A lot of them have quit, reducing the very slim chances of it working even further.
