Depends on what you mean by "cheaper to train". Do you mean that the NFO pipeline is cheaper per stud than the pilot pipeline? I guess that's possible, but I doubt it - one T-34/T-6, one stud and one IP cost the same no matter who's got the controls. And if Big Navy suddenly decided to create Helo-FOs, my guess is that they'd branch them off after Primary (same time as the P-3/E-6 guys) and send them to Whiting for helo-centric Intermediate/Advanced.
The Brit you mentioned, sounds like he was really just getting orientation, "this is how we do things" rides. For a full-time helo dude, I can't see Big Navy buying off on two anchors in the left seat without pretty extensive training time at the controls both at the HTs and at the 60 RAG. So I don't really see where there would be cost savings.