Consider for a moment what would have to happen for you to fall out. That would have to happen either through gravity, or inertia.
Some rough over-the-thumb rationalizing (and keep in mind that I'm not a pilot, let alone a helicopter pilot -- just some basic physics applying here):
Gravity. The helicopter would have bank at a significant angle, and at the same time not have enough centripetal force (which would press you into your seat via inertia, as during a "normal" bank). For example, if the pilot forces the copter into a bank and then zeroes out on the collective. However, that same gravity will act on the chopper as well... uncomfortable low-g conditions, yes, and you probably would want to grab hold of something, but you don't get ripped out of your seat immediately.
Inertia. The helicopter would have to make a sudden lateral movement, so you get jerked out of your seat. However, as others have pointed out already, a helicopter does not have a way to induce sudden lateral movements of that magnitude. So, no dice.
Once we start considering outside forces -- turbulence, high winds, blasts from ordonance fired at you -- you probably had enough sense to strap yourself in.
Many of the movies you've been seeing will be picturing helicopters operating in Vietnam, Iraq, Afghanistan, Somalia... see a pattern here? Those are hot climates we're talking about. So, given that the usual chopper ride is unlikely to toss you out of the door, why shouldn't people enjoy a bit of a breeze? ;-)