It's not liquid helium, it's gaseous helium, which is why it is at such high pressures. It's primarily used as a pressurant for the liquid oxygen and rocket fuel (RP-1) tanks. Since liquid oxygen and RP-1 are being sucked out of the tanks at high speed by the engine turbopumps, it needs some low-density gas to fill the tanks so that they don't crumple from negative pressure.

Falcon-9 has no pressure-fed-only engines, all 10 engines are fed by turbopumps.