I didn't say an object would fall faster in helium than no atmosphere. You did right?Helium (or anything else) can't be lighter than vacuum.
I was comparing to planets without any atmospheres (you even quote that part!), a condition we meet all the time in ED as all planets we land on have no atmospheres. Comparing to "the density of our atmosphere" is irrelevant in this context.
You made a lot of words but still didn't answer my question: How do you explain falling faster in helium than in no atmospheres (cause that was the context)? Which was at least what your first comment ("A helium balloon floats because it's lighter than air, which means the density of our atmosphere") suggested.
Because at any given gravity, an object will always fall the fastest in a vacuum. There's no drag, nothing getting in the way of it interacting with the planet's mass.
In an atmosphere you have drag/friction, and then you also have lift, if the shape of your object happens to generate it at a certain velocity. And towards the surface, you have ground effect.
But the basic notion is, there is fluid in the way. Air is a fluid, and the denser it is, the more resistance you encounter. There is virtually no resistance in the vacuum of space.
Imagine swinging your arm in an arc while you're standing up in your room, then try swinging that arm while you're submerged in a pool.
Where would it move faster?
Again, basic elementary school science.