Gases at the same pressure and temperature have the same molecular density, so lowering molecular weight translates directly into lower total weight of pressurant gas needed.

Alternately, if the propellants allow, it's possible to use those in gaseous form for pressurization (by passing some of it through a heat exchanger). This increases the weight of pressurant gas wasted but it saves the weight of the Helium system, and the complexity, so ultimately it's a big win. Unfortunately, this doesn't work with kerosene so the Falcon 9 needs a Helium system.