First off, NASA's two Martian orbiters, through which information is relayed to Earth, can only transfer a single megabit of data per second. Worse still, these orbiters only work in 15 minute increments before they must be repositioned -- a process that takes hours. Furthermore, bandwidth is unsurprisingly limited on the Red Planet -- messages between Earth and Mars usually suffer 4 - 20 minutes of lag, depending on the positions of the conversing planets.
Check out the full article for even more interesting tidbits about extraterrestrial multiplayer. It's all a bit pointless, though. From what we've recently learned, folks on Mars are far too busy causing property damage to play any video games.