Having just had a little play with my Picco, I think it's because of the way the controls work. If you push forward on the power control (and it only works in one dimension), the heli keeps on accelerating (in my case, crashing into my low ceilings), therefore, to stop it accelerating heavenward, you ease off the power. Heli will start to sink, increase power etc until you find an equilibrium point which you are constantly adjusting with micro-movements of thumb!
After that, you're concentrating on it not knocking over the flowers, keeping it out of the cat's reach and not smashing the rotor blades on the light fittings!
Cheers
Whirls