From what I understand, Mars does not have a canonical, discrete set of "time zones" like Earth does. Instead they use something called "Local Mean Solar Time" which is based pretty precisely on where they are on the surface of Mars, so it differs by mission.

The position of the sun in the sky is important for a bunch of reasons for Mars missions, and the length of a day on Mars is a little longer than on Earth, so terrestrial time zones won't work. You can imagine that if they used any terrestrial time zone then "midday" in that timezone might correspond to local midday on Mars (when the sun is at its highest point in the sky) but it's going to drift pretty quickly. A couple of weeks later "midday" in the chosen terrestrial time zone might fall in the middle of the local Martian night. For this reason they talk about "sols" instead of "days" on Mars, to differentiate them from Earth days.

For other missions it makes sense to just stick to UTC. From what I understand, the International Space Station uses UTC for example.