I get your drift, Kempie, but that drift is taking us way off the question. Helium is not harmful. Depriving yourself of oxygen, by whatever method, is harmful. So if in the process of breathing helium you asphyxiate yourself that is because of the daft method you are using; the helium itself is blameless. There isn�t enough helium in a balloon to keep you away from oxygen for very long even if you fill your lungs with it (which people don�t usually do). As for breathing directly from a high-pressure cylinder � well, that is just stupid. You will damage your lungs whatever the gas is, oxygen, for example. Your suggested website, in pointing this out, is stating the obvious.
As the Health & Safety nannies keep demonstrating, if you look for possible ways of injuring yourself in normally-harmless pursuits you will find them if you look hard enough. Did you know that people who wear glasses should not open beer-cans in case the beer splashes onto the glasses and temporarily blinds them so that they trip on a kerbstone and knock someone over creating a blood-flow which causes a sensitive person to faint and fall under a bus� True.