Ask YC: Floating Heliox habitats

Apparently it is not uncommon in diving and possibly medical applications to provide a helium oxygen mixture rather than normal air for breathing. What about a bubble habitat with the residents living inside breathing heliox? The alternative would be helium balloons with a habitat balloon suspended below. Either way the idea would be to tether the things to high rises in NYC, Moscow, San Francisco, Tokyo or some other high cost of living locale and live relatively cheaply. Obviously weather is an issue, climate control, and for the heliox some kind of airlock although it seems a diving-bell like design might work, although that might require rigidity that would be unavailable. Obviously we don't see these things around, are the obstacles technical or regulatory? Which do you think are the most serious?