1) Weather. Moving at 35 mph it seems that a lot of long term planning is in order for something that could be severely impacted by weather. This sounds like a logistical nightmare during a week of active weather across the country.
2) Helium availability - there have been reports that the costs of helium have gone up considerably since there are only a very few producers of the gas and this seems like it would be a huge consumer of such gas.
3) Vandalism. Never underestimate the power of stupid people. It's well known in the railroad industry that trains and their cargo often take bullets from traveling cross country. In fact, the 737 fuselages that travel across country on trains for Boeing often have bullet holes in them that must be repaired. Add in a huge cargo blimp that is unmanned and the urge for vandalism will be significant for some nefarious actors.