Because of their limited range and speed the helicopter alternate airports are usually influenced by the same air mass as the departure and arrival airport. With fix wing the alternate is usually in an entirely different air mass than the departure airport. Pressurized aeroplanes can usually get on top and out of the weather, and thunderstorms are a lot easier to go around at 25, 000 FT that at 5000. In other words, when flying IFR in helicopters you are always flying in crap.
Then of course there’s the ice issue as few helicopters are equipped with anti-ice.
Personally I find fixed wing IFR a lot easier than helicopter IFR, with the exception of dealing with engine failure emergencies; the absence of asymmetric thrust on twin-engine helicopters makes handling the emergency much easier.
Of course , I may be wrong.