I have received the same thing from everyone here where I fly as well, highest reached by any of our CFI's was 7K.
I think it also comes down to the lack of visual clues that give you a little jump. Consider:
R-22 at 500' 75Kias, you look out and feel like you are moving.
Raise alt to 1500': and you feel like you are standing still, even though you are still at 75Kias.
I've been working my altitudes up slowly because it does make me a little jumpy, starting with doors on, then off.
Man, glad someone else brought this topic up!
. .(Although RW-1 has done aerobatics (fixed wing) in the past, he has an inherant fear of altitude for some strange reason. I think g-d is playing with him.)