I don't quite understand how this happened and I've been watching videos and reading write-ups for fifteen minutes. I guess the deepest we've ever dug into Mars is 6 inches yet we have this probe that we're pretty sure is going to dig itself fifteen feet down?

It was designed in 1997 and was supposed to be on Beagle 2 in 2003. It seems like it's had a hard time getting a ride:

HP3 was conceived by Gromov V. V. et al. in 1997, and first flown as the PLUTO instrument on the failed 2003 Beagle 2 Mars lander mission. HP3 evolved further and it was proposed in 2001 for a mission to Mercury, in 2009 to the European Space Agency as part of the Humboldt payload onboard the ExoMars lander, in 2010 for a mission to the Moon, and in 2011 it was proposed to NASA's Discovery Program as a payload for InSight Mars lander, known at that time as GEMS (Geophysical Monitoring Station). InSight was launched on 5 May 2018 and landed on 26 November 2018.

I dunno. I've had a hell of a time driving a grounding rod three feet into my yard and I have a big damn hammer. Growing up in the desert we hit tufa three inches down. Kinda seems like this was a project that wasn't all that well researched in 1997 and has made the rounds ever since.