Picking someone up is a sign of domination. you literally take away thier power by lifting them off their feet. I don't think these guys are concious of this when they "pick you up" but they are trying to assert their control over you (basically they are trying to seduce you).
Anyway, it does give new meaning to the phrase "to pick up" a babe
If it bothers you maybe try jumping on their back and not letting go once or twice and assert your control of being "picked up"