My thought on it is, only my thoughts, is if you use too much rudder and dont load up the rotors to get them spining up, then yes you will loose height, much the same as Ted was saying about the FW would, though if you load the rotors then they creating more lift than is needed for straight flight, so that combined with extra lift and the loss of lft from turning if done right they equal out.
So if you load the rotors enough, you can in fact sit still for a second or two, before needing to gain air speed again...
I hope that makes sense..