Why the quadrotor did not takeoff after setting wp for SITL in mavproxy

Hi,
I test SITL using mavproxy and followed the documents:
http://ardupilot.org/dev/docs/copter-sitl-mavproxy-tutorial.html
The wp load command worked, but when I used wp set 2 and wp loop, the quadrotor did not takeoff following the way points in GUI, even I added arm throttle befor wp set 2. Is this correct?
Thanks