The tip shown early in the video LOOKS like the type that is temperature controlling, not simply a shaped, plated metal bar. These use a technology (that I'm not particularly knowledgeable about) involving the Curie point of the alloy making up the tip (or possibly a slug contained within the tip) to control the tip temperature.

The Curie point is the temperature of the alloy at which the material loses its magnetic properties. The soldering iron body detects that loss of magnetic properties and uses that info to regulate the temperature of the tip, probably by opening a switch, allowing the tip to cool until the magnetic properties are restored, closing the switch again. Apparently the Curie temperature is fairly precise, allowing close regulation. Tips can be purchased with specific temperature regulation points.

No harm using a non-regulating tip alloy except that the iron might get hotter than you expect or is optimal for the task at hand.