Pennie,
I've done both fixed and rotary wing, and I prefer fixed. Faster, smoother, quieter, more comfortable and they glide better if the engines quit. True enough that I can't just stop in mid air like with a rotary wing.....but not really a problem where I tend to fly.
As for jumping out of any servicable aircraft (fixed or rotary wing), I can't say the idea appeals to me at all....so don't know why they'd want to :p