All kids are different. And my gut reaction is this in only a problem if it's a problem. If you're okay with holding it for him, no harm done. If you're not, stop. That might be easier said than done (I have no personal experience with this, my son started grabbing the bottle away from me at 3 1/2 months :-/ ) but baring a developmental concern, I'd let him go at his own pace.
Does he pick it up and then just not want to hold it when he drinks? I know you said he picks up finger foods, but that isn't exactly the same as holding a bottle full of milk. The motion is different and it's a lot heavier.
You might try putting the sippy or bottle on the tray with his finger foods and see if he goes for it when he wants a drink. If he's trying to do it and fumbling that will give you different information than if he is just refusing. Also, have you tried ASKing him to hold it? Or asking him why he isn't holding it? At 12 months he probably won't be giving you much of an explanation, but he can certainly understand what you're saying and what he says in response MIGHT give you a clue.
Hope this helps.