The pay is hard to justify going to school for. Colligate helicopter programs can cost well over $200,000 for your certs and an associates degree. You can spend less out of pocket and go through smaller programs, but it's not a cheap investment by any means. Then you grind working jobs for pretty low pay and pretty high risk for 2-6 years to work up to 2,000 hours to be eligible for a HEMS pilot spot and the entry pay is in the realm of $75,000 (plus base stipends, if offered for your base). To me, that's not a great ROI. The only reason I can stay at this job is because my base has a pretty high stipend, but it's not comfortable knowing that stipends aren't promised forever.
Looking at airplane certificates, you can spend less money on schooling, (though the experience grinding is similar to helicopters) and get a job with the airlines making substantially more money, for substantially less risk. Granted, the schedules are vastly different, there are pros and cons on both sides, but a salary in the high $100K-200K's is pretty tempting to make the jump to the fixed wing side.