Am I mistaken in thinking that all you'd need to do is build the centrifuge with an angled floor, so the net force experienced from gravity and (illusory) centrifugal force is straight "down" into it?

Sure, this would work in principle. But I guess it would be fantastically expensive compared to a simple building. The centrifuge would need to be really big and, unlike in 0g, would have to be powered by a big motor and supported against Mars gravity. And Mars gravity isn't that low, so it's unclear why you'd want to pay this expense.