Interestingly helicopters don't fall out of the sky when they lose power. Air moving over the rotorblades causes lift, as they are after all wings. During normal flight the blades are turned by the engine generating lift in the expected way. If you are already above the ground and start descending, the airflow over the blades as you descend will cause them to rotate and generate lift. This is known as autorotation[0], and allows control over the unpowered descending craft.

It is a normal procedure to be able to safely land this way when power has been lost, and in some ways is safer than a gliding fixed wing aircraft as you don't need a runway to land on.

Of course catastrophic failure is possible in a helicopter where the rotorblades can't turn, and then autorotation won't work. But then if a wing falls off a fixed-wing aircraft, they generally can't be controlled (interesting exceptions do exist like with the Israeli F15[1]).

[0] https://en.wikipedia.org/wiki/Autorotation

[1] https://en.wikipedia.org/wiki/1983_Negev_mid-air_collision