The air pressure keeps the valves from falling down into the cylinder when you remove the valve springs.

Another way to keep the valves up is called the 'rope trick'. You remove the spark plugs. Then, with the piston for the cylinder which you are working on at the bottom of its motion, you feed a small diameter rope into the cylinder, rotate the crankshaft until the piston pushes the rope up tightly under the valves, holding them in place. I've not tried this but a search on this should help more than my description. The question I have about the rope trick is how much rope is needed to hold the valves but allow the engine crank to rotate to where the camshaft has allowed both valves to be closed.

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1986 300E
1993 Volvo 940 Wagon
1984 Volvo 240 (daughter's)
1976 Dodge 1/2T pickup, gas hog