Dennis
I am definitely not trying to argue, but I just must protest.
There is NO inertia involved in turning downwind or upwind. The helicopter does not know any different. It is flying within the "sea of air".
Your idea of inertia would be analogous to saying that a boat on the current of a river, turning from traveling against the current to going with it, takes a moment to gain speed.
Or even a more extreme example is....that it makes a difference turning east to west.....because the earths rotation will either add or subtract from our speed.
The only way there could be a factor, which is quite possible I will add, is if a steep wind gradient exists between the ground and the moving air mass. This can most definitely sap energy from an aircraft descending through it turning in the manner shown in the video.