It's a serious engineering challenge to make a lightweight membrane that's impermeable to helium. It's an itty bitty molecule. On the plus side, it's chemically inert.
It's actually impossible to make a membrane that's impermeable to hydrogen. It's highly reactive, for one, and reacts with most anything it touches. It also decays straight-up in to alpha radiation which is freakishly science-ey. The fact that we use helium, even though hydrogen lifts twice as much, says a lot about what sort of compromises are necessary when dealing with lighter-than-air craft.