Shaun and Gilles are right: they all have coils springs on the inside compressing the release (click) mechanism. Winding the handle up and down simply compresses the spring more or less to apply a corresponding greater or lesser amount of force on the release mechanism, making it require more (or less) force to "click." If the spring is kept compressed (i.e. "handle wound up") the spring will take a set over time and result in a DROP in calibration (so when the tool is set at, say, 50 units, it may click at, say, 45 units.) Of course it is all relative based on how anal you are on your tool's calibration accuracy.
Years ago the military did a test on click-type torque wrenches where the tools needed to stay stored for like six months and set at the torque value they would need to be used at. All of the micrometer-style (including ours) were not in calibration but the split-beam click wrench was so they put those in their tanks.