Disk heads "fly" above the surface of the disk on a cushion of gas that's pulled under the head by the spinning disk. If there isn't enough gas pressure inside the disk enclosure, this method of locating the heads won't work. Wikipedia actually says:
If the air density is too low, then there is not enough lift for the flying head, so the head gets too close to the disk, and there is a risk of head crashes and data loss. Specially manufactured sealed and pressurized disks are needed for reliable high-altitude operation, above about 3,000 m (9,800 ft).
http://en.wikipedia.org/wiki/Hard_disk_drive#Integrity_and_f...
Atmospheric pressure on the top and bottom faces of a 3.5" drive case (~22 square inches) is in the neighborhood of 300 pounds each, and there's still more on the front, back, and sides. A square box of thin aluminum is probably not a great starting point for building a pressure vessel. If the box is filled with a gas at close to atmospheric pressure, you don't have to worry about it.
Helium's specific heat is five times that of air, so it probably offers better heat conduction than air at 1/7th atmospheric pressure would.