Just got mine in the mail today. Unlike the regular pyraminx, the very tips don't seem to rotate. Is this correct, or does mine just need to be worked in? Not that it makes a lick of difference really, but I'm just curious...

They turn but they're just very stiff. If yours don't turn check for glue or something like that.

Wow! They're super stiff, actually. I did eventually get mine to turn, but I swear I was about to break it. Luckily this did not happen.

Also, along with this, I purchased the Curvy Copter. My understanding is that if I can get the hang of this puzzle, then I should be able to master the Helicopter Dodeccahedron by mf8. Is this correct?

Yeah they're very similar. The orbits can feel more tricking on the Helicopter Dodecahedron but the difference is more psychology than anything else.