Helicopters have extremely poor glide characteristics. Your best case scenario for a malfunction resulting in loss of lift is a controlled crash. There are a lot of flight regimes in which you’re basically just 100% screwed in a helicopter because you simply don’t have enough velocity or altitude to make any real recovery.
Planes have a lot more options because they are much simpler machines, and most are pretty decent gliders. A small private plane that loses power at altitude can get a pretty good distance before he hits the ground. That allows for the pilot to have some time to consider the situation, attempt to recover the aircraft, or pick a good spot to land/crash.
Helicopters also tend to operate near the ground a lot more often than planes.
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