DeepSeaDan:...I must differ with you on this one; here's a quote from N.O.A.A. on the subject, after a quick googling...
" One type of mixed gas diving involves the use of heliox. This (helium 79% and oxygen 21%) mixture is often used for very deep diving. Unlike nitrogen, helium is not known to have an intoxicating effect at any depth; it has a lower density than nitrogen, making it easier to breathe; and in cases of extended submersion, it improves decompression. Still, heliox has its drawbacks. It is expensive, has a limited availability, and its thermal conductivity is six times greater than that of nitrogen. This means that a diver breathing heliox will lose body heat six times faster than someone breathing compressed air or nitrox, making them susceptible to hypothermia. To prevent this, divers often wear special suits filled with hot water that is pumped down from the surface. Heating the heliox before the diver inhales it is another strategy used to combat hypothermia. Either of these procedures require specialized equipment and highly trained personnel."
...I can get you more, if you like.
Best,
Dano
What padiscubapro said. Anything we breath gets heated up but it takes less energy for us to heat helium than nitrogen. If breathing helium cooled us 6 times faster than air or nitrox a bunch of us would already be dead because we don't have heated suits or surface supplied warm gas...just an ice cold tank of mostly helium.
The NOAA should know better.