http://www.engineeringtoolbox.com/thermal-conductivity-d_429...
Big difference between different gases.
But, check this out. Helium also has a high heat capacity. Table on same website:
http://www.engineeringtoolbox.com/specific-heat-capacity-gas...
Six times the conductivity of nitrogen (0.142 to 0.024) and five times the heat capacity: 5.19 to 1.04.
Big conductivity and capacity should translate to "convective cooling monster gas". :)
The servo and associated electronics surely generate many orders of magintude more heat.
http://www.hgst.com/company/media-room/press-releases/HGST-H...
As I understand it, the crucial factor motivating helium-filled drives is the reduction of vibration due to internal turbulence. Reducing turbulence inside the drives allows platters and heads to be made thinner and packed more closely together without affecting reliability.
Fun-fact aside: The head fly height in helium drives is ~1 nm.
http://www.engineersedge.com/heat_transfer/thermal-conductiv...