Unless it's a far drop, he's going to be fine. Ball pythons are decent at climbing but rubbish at getting down - their preferred method is just to fall. If you're worried, hold onto him.

Different snakes behave differently. I have snakes that are more than willing to stay around my neck or wrist all day and some that as soon as I pick up will fling themselves out of my hands as fast as they can, no matter how far off the ground they are.