As a helicopter instructor, you must have passed rotary-wing aerodynamics exams, which are gernerally much more complex than their fixed-wing counterparts.
Unfortunately a picture paints a thousand words, and I'm not clever enough to draw a picture here. Just sketch yourself a diagram of lift/thrust/weight/drag vectors and alter them for different flight profiles. You will soon see how each state is actually an equilibrium of forces, although the thrust one is obviously larger in a climb than a descent because it opposes some weight (always vertical) when climbing, and is helped by it when descending.