I don't like flying any higher than about 1500 AGL, mostly because of fear of heights, but also because many emergencies in a helicopter require you to get down ether as soon as possible or immediately. The highest altitude I have been in a helicopter was in a loaded UH-1H at 16,800 ft doing an engine cooling test (single PT6). The Vne was 58 KIAS and any speed above about 55 KIAS produced a pretty rough 2/rev vibration. Also, the collective was 70% of full up and if the engine quit the Nr decay would have been too quick to recover and make an auto.
Since helicopters have gearboxes and engines with chip detectors, it is a good idea to get the bird down on the ground when the warning light illuminates. Most of the time there is no chip, usually fuzz, but you don't know that until you can pull the chip plug and look at it. Also, losing oil pressure in an engine or gearbox at altitude is problematic. Take a look at the S-92 crash off Nova Scotia in another thread.
In that same UH-1H above, I experienced an engine electrical fire on the ground while ground running. It became a non event after quickly shutting down and extinguishing the fire. If I had been at 16,800 ft. when that happened, I suspect that I would not be here writing this blurb, since the UH-1H has no installed fire suppression system.
Just my thoughts.