Perception - it’s a function of what you are used to. I spend more time skydiving than helicopter flying. So flying at higher altitudes (with doors on or off) makes no difference to me.
However, it is interesting that many very experienced skydivers have the exact same aversion as many of the replies above when doing “cross country” jumps. “Cross-Countries” are skydives done at the same ordinary jump height of 12,000-13,000ft but instead of freefalling to 3,000 before opening your parachute, you deploy as soon as jumping out of the aircraft. The result will be a 15min+ parachute ride down. Yet I’ve seen many guys with years in the sport and a couple thousand jumps say they just feel uncomfortable hanging in their harness looking at their feet with over 12,000ft under them – as their usual “sight picture” is 3000ft
I remember when I was doing heli lessons during windy/turbulent days, my instructor would say “you seem more comfortable with turbulence than any student I’ve had”. To which I replied “you should try the same turbulence with just some fabric and strings over your head”