You don't fall, even in the turns because of the the direction of the body acceleration is toward the helicopter floor, including when the pilot turns. So the body is maintained with a force towards the floor, never towards the open door.
On my first ride out to the jungle, (Vietnam)I, I looked for a seat. There weren't any. I was instructed to just sit on the side with feet hanging out. The first ride was interesting, but they soon became routine. The pilot could turn sideways and gravitythis force would hold you in. Sometimes we flew so low I thought my feet were touching the treetops.
I think about this 40 some years later. Would I sit on the side again without being strapped in ? I don't think so.