Not having read the article, I am sure that they already did. Nothing gets sent beyond Earth's orbit without having gone through as much testing as is humanly possible on Earth. The cost of failure on Earth is several orders of magnitude less expensive than the cost of failure elsewhere.

I would guess that sending a test helicopter along with another rover would be to do a feasibility test for larger flight-based probes in the future. Test it now with a small helicopter, and you use 10-20 pounds of payload in order to do better wind and atmospheric studies. On the other hand, if you send a probe that uses flight as its primary mode of transportation, and some unknown unknown causes it to fail, you've scrapped the entire mission.

My guess is that they test it in chambers with lowered air pressure and composition to match 100k feet?

The article doesn't say whether they will or not.

at about 50sec into the video they appear to be doing exactly such a test in a large vacuum chamber