Like everyone else said, I really loved seeing that part of the shooting. I think it would have been amazing in the PV, but since they didn't decide to add it, I'm glad we atleast got the chance to see it.
As for Ayumi being scared of heights, I really don't see how that's possible. Throughout her concert tours, she's constantly defied gravity on swings and crystal balls...maybe she was afraid she was so tiny she was going to get knocked off by the wind.