It doesn't make any sense to me why a person that thinks they can fly would jump off a building rather than try to take off on the ground. Flying without wings is different from parachuting without a parachute.
It's too crazy to take seriously, in my opinion. Planes don't take off above the ground, and birds don't need elevators to fly. Why would anybody think having the ability to fly requires a rooftop to work? After all, what's so special about the elevation of the platform one attempts to fly from? And why jump in the first place if the idea is to fly? I mean, flapping your arms like a bird would seem much more rational than using your legs to hop.
It seems to me that hallucinogens produce not a delusional ability to fly, but either a delusional ability to turn off gravity or simply an increased probability of accidentally falling from high elevations. The latter seems most likely.