But then the Viking landers had a full-up launch mass of 657 kg including full propellant tanks for the landing rockets.
Curiosity is 900kg just for the rover. If you added in landing rockets and their fuel as well it would be well over double the mass of a Viking lander, so the force of the landing rockets and therefore dust agitation would be commensurately greater.
Another advantage of a skycrane is that the rockets need to angled away from the payload anyway, and so the point where the plumes hit the surface is some distance from the payload, whereas rockets in the payload itself would hit the ground immediately below or to the side of it. Much closer.
http://en.wikipedia.org/wiki/Viking_program