Usually the reason putting it up a little higher works better is because you've cleared some kind of obstruction or clutter that blocked you from "seeing" that signal. The radio horizon is a little further than light and passes through some materials, but is scattered by others, so it's not exactly like light, but it's a good analogy to use.
In general, the higher and further away from things - especially sources of noise (computers, fluorescent and LED lights, switching power supplies) the better. The kind of antenna you use matters a lot, too. Different types work better for different situations. Scanners also work on a very wide range of frequencies. An antenna pretty much should be resonant on the frequency band you are trying to listen to.
I have had very good luck listening to the 33 MHz fire channels using a CB antenna. It's a little off, but when conditions are right, they still come booming in. A CB antenna might work okay for higher frequencies, like 46 MHz. For VHF, UHF, and 800 MHz, I'd want to use another antenna that's more suited for the frequency range. Also, if there's one particular place I want to listen to, I'd put a Yagi (beam) antenna up pointing at it. Look at it as having a toolbox full of tools. There's a right one for the job. That goes for heights, too.