As for vacuum, it's harder to maintain, and wouldn't work anyway : https://news.ycombinator.com/item?id=11593997
You don't get any improvement in most things by using pure nitrogen instead of air, unless one of those other gases was causing you a problem (in the case of tires, oxygen degrades the materials the tires are made of). The point of helium is that its molecules are much smaller and lighter than that of regular air so there's less friction. You don't get that with nitrogen. You would get it with hydrogen though (which is quite a bit smaller even than helium), though there's probably some other problem with H2 that prevents that.
And yeah, a vacuum should be ideal; the problem there is probably that atmospheric pressure, at 14.7psi (IIRC) is pretty significant, strong enough to hold your suction-cup-mounted cellphone to your car windshield, so you have to have a pretty robust hard drive enclosure to maintain that vacuum without crushing. Vacuum chambers are usually really beefy. It would be interesting to see a vacuum hard drive; I wonder if WD ever tried that, just to see what it could do. They probably just can't make it and stick with the regular 2.5" or 3.5" form factors. Maybe a double-height 3.5" size (with the internals being the same size as a regular 3.5" drive, the rest just being extra structure) would be possible.