They've done this already: https://youtu.be/oOMQOqKRWjU?t=41s

Simulating dust kick-up would be easier than constructing a "low gravity" room.

It isn't too hard to simulate low gravity, all you need to do is move a large aircraft in the appropriate parabolic pattern. My understanding is that this is already how NASA trains astronauts for zero-g environments, and how weightlessness is done in space movies. Adjusting the path to match Mars gravity should not be difficult.

It might not be realistic to fly a pressure vessel large enough to simulate the low atmospheric pressure as well as the low gravity. There are probably also safety concerns; the rotors on serious R/C helicopters store enough energy to basically decapitate a human and these are probably somewhere in that neighborhood given the requirement to generate lift in Mars' atmosphere.

True, but you cannot test a small helicopter inside an aircraft, can you?

I don't see why not, a test that goes 10 feet up, 50 feet over, 10 feet down should be sufficient. The thing in the video looks like it could fit in a large cargo plane. Or, are you concerned about turbulance due to being in a closed space vs open atmosphere?