I was thinking why we don't include these in the mars rovers and other space probes, see how they do on other planets. Is there some ethical problem with that? Like the prime directive.
As far as I know, such missions go to great lengths to ensure this does not happen. There are two main reasons for that: 1) if you're searching for traces of life on another world, you don't want to discover bacteria you brought from Earth, and 2) you definitely don't want to unintentionally contaminate said world with terrestial life that would start to alter the planet, because you'll lose valuable research data.