I wouldn't be so sure about that, the chemistry might be a little different... The effects of being poisoned from helium might be different from carbon dioxide suffocation. I am pretty sure when a rodent is euthanized with CO2, it pretty much falls asleep and dies...
The thing you got to ask is "why helium?" my first guess is that it might just be cheaper to purchase, or is more readily available... I'm really not sure though