I have done some pretty agressive maneuvers int he R-22 and R-44 and the RPM never strayed more than one percent. There is plenty of torque from the engine to maintain the RPM even if the blades where heavier. In fact, if they were heavier, they would stray less than they do now since the inertia in the blades would allow more time for the engine to increase or decrease in power.
So no, heavier blades DO NOT require more torque or power from the engine.
I forgot to add that the reason they don't make the blades heavier is because it would be a waste of useful load. Why make them heavier when the current blades work just fine?