Fun fact: The only reason why the Wright brothers plane is in the US is because of WWII. For some reason, the Smithsonian decided that the Wrights weren't the first people to fly (I think they gave that to Maxim, of machine gun fame, or Langley, of airfield fame) and as a result, either Orville or Wilbur (whichever one didn't kack it first), sent the thing to the British Museum as a big ol' "Fuck you!" to the Smithsonian. WWII started up, and the Brits were like, "Say, would you like your plane back before everything gets blown to shit? We'll be keeping the Elgin Marbles and everything that we looted from Africa and Asia, but we thought that, perhaps, we could trade you this old plane for some new bombers or something?" And we said "Of course!" Some time after that, the Smithsonian decided that the Wrights really were the first folks to fly a plane.
Correction: There are only two space agencies with a successful landing on Mars. Every ESA and USSR mission to land something on Mars has failed. You could get technical and say there were some "soft landings" by other space agencies, but all those missions failed within seconds of a supposedly confirmed touchdown. I don't consider those successes.
Is there enough atmosphere for sound to travel through the air, or is the helicopter recording its own sound as carried through its body?
I believe only the rover has a microphone, so there must be enough atmosphere for it to pick up Ingenuity's flight.
Didja not read the captions on the video you posted? The rover recorded the audio, and NASA used software to punch up the sound of the choppa.