He wanted the chance to finish the inning but manager Dave Martinez had other ideas.
With one out in the sixth inning, Hellickson allowed a single to Jean Segura and Martinez gave him the hook. Reliever Dan Jennings walked Bryce Harper and then gave up a three-run homer to Rhys Hoskins, which served as the game-winner.
"We liked that matchup," Martinez said, according to Mark Zuckerman of MASN.
Prior to Hoskins' at-bat, he was 0-for-17 on sliders from southpaw hurlers. He drilled a slider off Jennings to take the lead.
"(Hellickson) got us through the five innings and pitched well," Martinez added. "I thought at that particular moment, we had the guys who could hold them right there."
The veteran right-hander liked the stuff he was featuring on the night and didn't agree with his skipper's decision.
"There's going to be games where that's probably the right move," Hellickson said. "But the way I was going today, I think that was my inning. I thought I should've got a chance to get out of there. I gave up maybe one hard-hit ball since the first inning. I definitely thought I should've stayed out there."
Hellickson threw 56 of his 79 pitches for strikes and allowed two runs (one of which scored on the Hoskins homer) on four hits with nine strikeouts and no walks.