Probes, satellites, rovers et cetera mostly transmit data in the form of radio waves. These waves travel at the speed of light (300,000km/s) in vacuum. According to Albert Einstein's Theory of Relativity, no kind of energy or matter can travel faster than the speed of light. Now the average distance between Earth and Mars is 225 million km. If we calculate the time that the radio signals would take to travel from Mars to Earth, we get:
time = distance/speed
= (255000000/300000) seconds
= 750 seconds
Thus we see that the radio signals, travelling at the highest speed possible in the universe, will take about 750 seconds to travel from Mars to Earth.
Hence, the limit on the transmission speed of signals and large distances between probes and earth, causes delay in recieving data.
Information transmission occurs in radio waves, which is part of the light spectrum. So therefore it has a physical speed limit (as described by Einstein's Theory of Relativity). The farther something is away from us (the receiver) the longer it will take for a transmission to arrive. Considering the distance between Earth and Mars, it takes a relative amount of time to receive data from probes and rovers.