We had a situation last session where I (sorcerer/monk) ended my turn mid air after striking a flying monster trying to flee. It was already 100 feet high so I used a quickened Thunder Step to teleport 90 feet up on the wall and step of the wind to jump from it and strike the monster with two melee attacks. It wasn't enough to finish it and I was left mid air.
I thought that I would immediately fall down and be okay since it's a forced movements and thus does not trigger an Opportunity Attack and thanks to the Slow Fall feat I wouldn't take too much damages. But The DM ruled it as the monster getting to hit me before I fall since his turn was next so I was knocked unconscious and died of the fall (no Slow Fall when you're unconscious).
I'm not mad at the DM for making this choice, I knew it was a reckless action when I took it, but it got me thinking when should a character start falling when they ends their turn in the air.