Am i missing something, is the need to land vertically a requirement of a fragile fuselage? Seems wasteful to carry extra anything (in this case rocket propellant) to space, just to avoid having to re-right the rocket when you get it back on earth for a subsequent launch. Is extra fuel payload < landing gear or parachutes?
But fragile fuselage is certainly spot on. Parachute-landings still have quite some impact velocity. Strengthening an object the size of a Falcon 9 first stage to survive that impact would require a much stronger and thus prohibitively heavy structure, even if the parachute itself was free. The nice thing about powered upright landing is that all the forces involved are pretty much the same as during launch so that there is little (if any) additional strengthening required.
Note also how the ULA plans for the use of parachutes to recover first stage engine blocks require the parachute to be caught in-flight by a helicopter to avoid any uncontrolled ground contact.