Other modern types I am told, would just pitch the nose up, then drop out the ALT mode and allow the heli to descend to the surface at low speed.
Not the AW139, so perhaps what you are told should come from a larger cross-section of the helicopter community.
With ALT/IAS modes engaged, one can only beep back to 60 KIAS. Below that, you have to change modes. The modes don't drop off line, they just operate within their envelopes unless one flies through.
Different solutions to the same problem. No autopilot is perfect, but having to change modes forces the pilot to recognize entry into a different flight regime in a way that a chime or a light does not.